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AFR (version 0.3.6)

reg_test: Test for detecting violation of Gauss-Markov assumptions.

Description

Test for detecting violation of Gauss-Markov assumptions.

Usage

reg_test(y)

Value

reg_test returns an object of class "reg_test". An object of class "reg_test" is a list containing the following components:

bp

Breusch-Pagan statistic

bg

Breusch-Godfrey statistic

dw

Durbin-Watson statistic

gq

Godfrey-Quandt statistic

Arguments

y

A numeric vector or an object of class lm.

Examples

Run this code
data(macroKZ)
model <- lm(real_gdp~ imp + exp + poil + eurkzt + usdkzt, macroKZ)
reg_test(model)

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