bp2: LM test for serial correlation

In nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model

Description

LM test for serial correlation

Usage

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

reg<-nardl(food~inf,fod,ic="aic",maxlag = 4,graph = TRUE,case=3)
lm2<-bp2(reg$fits,reg$nl,fill=0,type="F")

nardl documentation built on Jan. 7, 2021, 1:06 a.m.