check_autocorrelation: Check model for independence of residuals.

View source: R/check_autocorrelation.R

check_autocorrelationR Documentation

Check model for independence of residuals.

Description

Check model for independence of residuals, i.e. for autocorrelation of error terms.

Usage

check_autocorrelation(x, ...)

## Default S3 method:
check_autocorrelation(x, nsim = 1000, ...)

Arguments

x

A model object.

...

Currently not used.

nsim

Number of simulations for the Durbin-Watson-Test.

Details

Performs a Durbin-Watson-Test to check for autocorrelated residuals. In case of autocorrelation, robust standard errors return more accurate results for the estimates, or maybe a mixed model with error term for the cluster groups should be used.

Value

Invisibly returns the p-value of the test statistics. A p-value < 0.05 indicates autocorrelated residuals.

Examples

m <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars)
check_autocorrelation(m)

performance documentation built on Nov. 25, 2022, 9:08 a.m.