ac_test {ivx} | R Documentation |
Autocorrelation tests
ac_test(x, lag_max = 5)
x |
the residuals or an |
lag_max |
the maximum length of lags. |
obj <- ivx(hpi ~ cpi + def + int + log(res), data = ylpc)
lmtest::bgtest(hpi ~ cpi + def + int + log(res), data = ylpc)
ac_test(obj, 5)