| check_autocorrelation {performance} | R Documentation |
Check model for independence of residuals.
Description
Check model for independence of residuals, i.e. for autocorrelation of error terms.
Usage
check_autocorrelation(x, ...)
## Default S3 method:
check_autocorrelation(x, nsim = 1000, ...)
Arguments
x |
A model object. |
... |
Currently not used. |
nsim |
Number of simulations for the Durbin-Watson-Test. |
Details
Performs a Durbin-Watson-Test to check for autocorrelated residuals. In case of autocorrelation, robust standard errors return more accurate results for the estimates, or maybe a mixed model with error term for the cluster groups should be used.
Value
Invisibly returns the p-value of the test statistics. A p-value < 0.05 indicates autocorrelated residuals.
See Also
Other functions to check model assumptions and and assess model quality:
check_collinearity(),
check_convergence(),
check_heteroscedasticity(),
check_homogeneity(),
check_model(),
check_outliers(),
check_overdispersion(),
check_predictions(),
check_singularity(),
check_zeroinflation()
Examples
m <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars)
check_autocorrelation(m)