ac_test_ {ivx} | R Documentation |
ac_test_wald
: Wald test
ac_test_lb
: Ljung-Box
ac_test_bp
: Box-Pierce
ac_test_bg
: Breusch-Godfrey
ac_test_wald(x, lag)
ac_test_lb(x, lag)
ac_test_bp(x, lag)
ac_test_bg(x, order, type, fill)
x |
an |
lag |
the number of lags. |
order |
lag TODO |
type |
the type of test statistic to be returned. Either "Chisq" for the Chi-squared test statistic or "F" for the F test statistic. |
fill |
starting values for the lagged residuals in the auxiliary regression. By default 0 but can also be set to NA. |
#' If p-value < 0.051: You can reject the null hypothesis assuming a 5% chance of making a mistake. So you can assume that your values are showing dependence on each other.
a numeric scalar or numeric vector.
Box.test
lmtest::bgtest
mdl <- ivx(hpi ~ cpi + inv, data = ylpc)
ac_test_wald(mdl)