Man pages for lmtest
Testing Linear Regression Models

bgtestBreusch-Godfrey Test
bondyieldBond Yield
bptestBreusch-Pagan Test
ChickEggChickens, Eggs, and Causality
coeftestInference for Estimated Coefficients
coxtestCox Test for Comparing Non-Nested Models
currencysubstitutionCurrency Substitution
dwtestDurbin-Watson Test
encomptestEncompassing Test for Comparing Non-Nested Models
ftempFemal Temperature Data
gqtestGoldfeld-Quandt Test
grangertestTest for Granger Causality
growthofmoneyGrowth of Money Supply
harvtestHarvey-Collier Test
hmctestHarrison-McCabe test
jocciU.S. Macroeconomic Time Series
jtestJ Test for Comparing Non-Nested Models
lrtestLikelihood Ratio Test of Nested Models
MandibleMandible Data
moneydemandMoney Demand
petestPE Test for Linear vs. Log-Linear Specifications
raintestRainbow Test
resettestRESET Test
unemploymentUnemployment Data
USDistLagUS Macroeconomic Data
valueofstocksValue of Stocks
wagesWages
waldtestWald Test of Nested Models
lmtest documentation built on March 22, 2022, 1:06 a.m.