Description Usage Arguments Details Value Author(s) References See Also Examples

BALT:LI:95;textualplm's Lagrange multiplier test for AR(1) or MA(1) idiosyncratic errors in panel models with random effects.

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`x` |
a model formula or an estimated random–effects model of
class |

`...` |
further arguments. |

`data` |
for the formula interface only: a |

`alternative` |
one of |

`index` |
the index of the |

This is a Lagrange multiplier test for the null of no serial
correlation, against the alternative of either an AR(1) or a MA(1)
process, in the idiosyncratic component of the error term in a
random effects panel model (as the analytical expression of the
test turns out to be the same under both alternatives,
\insertCite@see @BALT:LI:95 and @BALT:LI:97plm. The
`alternative`

argument, defaulting to `twosided`

, allows testing
for positive serial correlation only, if set to `onesided`

.

An object of class `"htest"`

.

Giovanni Millo

BALT:LI:95plm

\insertRefBALT:LI:97plm

`pdwtest()`

, `bgtest`

,
`pbsytest()`

, `pwartest()`

and
`pwfdtest()`

for other serial correlation tests for
panel models.

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