bp2: LM test for serial correlation

Description Usage Arguments Examples

View source: R/helperfunctions_nardl.R

Description

LM test for serial correlation

Usage

1
bp2(object, nlags, fill = NULL, type = c("F", "Chi2"))

Arguments

object

fitted lm model

nlags

positive integer number of lags

fill

starting values for the lagged residuals in the auxiliary regression. By default 0.

type

Fisher or Chisquare statistics

Examples

1
2
reg<-nardl(food~inf,fod,ic="aic",maxlags = TRUE,graph = TRUE,case=3)
lm2<-bp2(reg$fit,reg$np,fill=0,type="F")

nardl documentation built on May 8, 2018, 1:04 a.m.

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