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

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

[Package AFR version 0.2.1 Index]