bg {AFR} R Documentation

## Breusch-Godfrey test [BG test]

### Description

BG test is used to test for autocorrelation in the errors of a regression model

### Usage

bg(
model,
order = 1,
order.by = NULL,
type = c("Chisq", "F"),
data = list(),
fill = 0
)


### Arguments

 model is a (generalized)linear regression model order integer. maximal order of serial correlation to be tested. order.by Either a vector z or a formula with a single explanatory variable like ~ z type the type of test statistic to be returned data an optional data frame containing the variables in the model fill starting values for the lagged residuals in the auxiliary regression. By default 0 but can also be set to NA.

### References

Mitchel, D. and Zeileis, A. Published 2021-11-07. lmtest package

### Examples

model <- lm(real_gdp ~ imp + exp + poil + eurkzt + tonia_rate, data = macroKZ)
bg(model)


[Package AFR version 0.2.1 Index]