breusch_godfrey

breusch_godfrey.TSLM

Breusch-Godfrey test for higher-order serial correlation.

Provides a collection of commonly used univariate and multivariate
time series forecasting models including automatically selected exponential
smoothing (ETS) and autoregressive integrated moving average (ARIMA) models.
These models work within the 'fable' framework provided by the 'fabletools'
package, which provides the tools to evaluate, visualise, and combine models
in a workflow consistent with the tidyverse.

Mitchell O'Hara-Wild

fable

Forecasting Models for Tidy Time Series

Rob Hyndman

Earo Wang

Gabriel Caceres

Christoph Bergmeir

Tim-Gunnar Hensel

Timothy Hyndman

breusch_godfrey function

<dl><dt>x</dt>
<dd>A model object to be tested.</dd>
<dt>...</dt>
<dd>Further arguments for methods.</dd>
<dt>order</dt>
<dd>The maximum order of serial correlation to test for.</dd>
<dt>type</dt>
<dd>The type of test statistic to use.</dd></dl>

Arguments

Breusch-Godfrey Test — breusch_godfrey

<dl>

<dt>x</dt>
<dd>A model object to be tested.</dd>


<dt>...</dt>
<dd>Further arguments for methods.</dd>


<dt>order</dt>
<dd>The maximum order of serial correlation to test for.</dd>


<dt>type</dt>
<dd>The type of test statistic to use.</dd>

</dl>

breusch_godfrey: Breusch-Godfrey Test

Description

Usage

Arguments

See Also