reg_test {AFR}

R Documentation

Test for detecting violation of Gauss-Markov assumptions.

Description

Test for detecting violation of Gauss-Markov assumptions.

Usage

reg_test(y)

Arguments

y	A numeric vector or an object of class lm.

Value

reg_test returns an object of class "reg_test". An object of class "reg_test" is a list containing the following components:

bp	Breusch-Pagan statistic
bg	Breusch-Godfrey statistic
dw	Durbin-Watson statistic
gq	Godfrey-Quandt statistic

Examples

data(macroKZ)
model <- lm(real_gdp~ imp + exp + poil + eurkzt + usdkzt, macroKZ)
reg_test(model)

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