[R] Testing autocorrelation & heteroskedasticity of residuals in ts

[Vito Ricci]

Hi,

I'm dealing with time series. I usually use stl() to
estimate trend, stagionality and residuals. I test for
normality of residuals using shapiro.test(), but I
can't test for autocorrelation and heteroskedasticity.
Is there a way to perform Durbin-Watson test and
Breusch-Pagan test (or other simalar tests) for time
series?
I find dwtest() and bptest() in the package lmtest,
but it requieres an lm object, while I've a ts object.
Any help will be appreciated.
Best
Vito

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