nardl (version 0.1.6)

bp2: LM test for serial correlation

Description

LM test for serial correlation

Usage

bp2(object, nlags, fill = NULL, type = c("F", "Chi2"))

Arguments

object

fitted lm model

nlags

positive integer number of lags

fill

starting values for the lagged residuals in the auxiliary regression. By default 0.

type

Fisher or Chisquare statistics

Examples

# NOT RUN {
reg<-nardl(food~inf,fod,ic="aic",maxlag = 4,graph = TRUE,case=3)
lm2<-bp2(reg$fits,reg$nl,fill=0,type="F")

# }