Breusch-Godfrey Test — breusch_godfrey • fable

Breusch-Godfrey test for higher-order serial correlation.

breusch_godfrey(x, ...)

# S3 method for TSLM
breusch_godfrey(x, order = 1, type = c("Chisq", "F"), ...)

Arguments

x: A model object to be tested.
...: Further arguments for methods.
order: The maximum order of serial correlation to test for.
type: The type of test statistic to use.

See also

lmtest::bgtest()