ac_test: Autocorrelation tests
In ivx: Robust Econometric Inference

Autocorrelation tests

1	ac_test(x, lag_max = 5)

`x`	the residuals or an `ivx` object.
`lag_max`	the maximum length of lags.

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obj <- ivx(hpi ~ cpi + def + int + log(res), data = ylpc)
lmtest::bgtest(hpi ~ cpi + def + int + log(res), data = ylpc)
ac_test(obj, 5)

ivx documentation built on Nov. 27, 2020, 5:09 p.m.

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