ivx (version 1.1.1)

ac_test: Autocorrelation tests

Description

Autocorrelation tests

Usage

ac_test(x, lag_max = 5)

Arguments

x

the residuals or an ivx object.

lag_max

the maximum length of lags.

Examples

obj <- ivx(hpi ~ cpi + def + int + log(res), data = ylpc)
lmtest::bgtest(hpi ~ cpi + def + int + log(res), data = ylpc)
ac_test(obj, 5)