ac_test: Autocorrelation tests
In kvasilopoulos/ivx: Robust Econometric Inference

Autocorrelation tests

1	ac_test(x, lag_max = 5)

`x`	the residuals or an `ivx` object.
`lag_max`	the maximum length of lags.

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obj <- ivx(hpi ~ cpi + def + int + log(res), data = ylpc)
lmtest::bgtest(hpi ~ cpi + def + int + log(res), data = ylpc)
ac_test(obj, 5)

kvasilopoulos/ivx documentation built on May 11, 2021, 9:33 p.m.

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