[R] Breusch-Godfrey Test

Sergei V. Petrov petrov at unibel.by
Mon Aug 4 15:16:29 CEST 2003

Previous message: [R] Problem with data.frames
Next message: [R] how to set the variable name in a loop
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

Dear R Helpers!

bgtest{lmtest} performs the Breusch-Godfrey test for higher order serial 
correlation.

Is the Higher Order Correlation function already programmed in
R I couldn't find it?

Sergei Petrov

Previous message: [R] Problem with data.frames
Next message: [R] how to set the variable name in a loop
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-help mailing list