View source: R/check_autocorrelation.R
check_autocorrelation | R Documentation |
Check model for independence of residuals, i.e. for autocorrelation of error terms.
check_autocorrelation(x, ...)
## Default S3 method:
check_autocorrelation(x, nsim = 1000, ...)
x |
A model object. |
... |
Currently not used. |
nsim |
Number of simulations for the Durbin-Watson-Test. |
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.
Invisibly returns the p-value of the test statistics. A p-value < 0.05 indicates autocorrelated residuals.
Other functions to check model assumptions and and assess model quality:
check_collinearity()
,
check_convergence()
,
check_heteroscedasticity()
,
check_homogeneity()
,
check_model()
,
check_outliers()
,
check_overdispersion()
,
check_predictions()
,
check_singularity()
,
check_zeroinflation()
m <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars)
check_autocorrelation(m)
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