bp2 {nardl} | R Documentation |
LM test for serial correlation
Description
LM test for serial correlation
Usage
bp2(object, nlags, fill = NULL, type = c("F", "Chi2"))
Arguments
object |
fitted lm model |
nlags |
positive integer number of lags |
fill |
starting values for the lagged residuals in the auxiliary regression. By default 0. |
type |
Fisher or Chisquare statistics |
Examples
reg<-nardl(food~inf,fod,ic="aic",maxlag = 4,graph = TRUE,case=3)
lm2<-bp2(reg$fits,reg$nl,fill=0,type="F")
[Package nardl version 0.1.6 Index]