```
## Generate a stationary and an AR(1) series
x <- rep(c(1, -1), 50)
y1 <- 1 + x + rnorm(100)
## Perform Breusch-Godfrey test for first-order serial correlation:
BreuschGodfreyTest(y1 ~ x)
## or for fourth-order serial correlation
BreuschGodfreyTest(y1 ~ x, order = 4)
## Compare with Durbin-Watson test results:
DurbinWatsonTest(y1 ~ x)
y2 <- stats::filter(y1, 0.5, method = "recursive")
BreuschGodfreyTest(y2 ~ x)
```

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