null hypothesis connected to Breusch-Godfrey serial correlation LM test is that there is no serial correlation among the residuals .
The null hypothesis is that there is no serial correlation of any order up to p. ... "The Breusch–Godfrey LM test for serial correlation". Applied Econometrics ... Background · Procedure · Software |
Breusch-Godfrey Serial Correlation LM test result in Table 5 shows that the probability values (0.4386 and 0.3086) are greater than 0.05 levels of significance ... |
If p-value < α, then the null hypothesis is rejected, and so at least one of the pj is significantly different from zero. The test statistic nR2 is sometimes ... |
| Тест Бройша — Годфри |  |
Тест Бройша — Годфри, называемый также LM-тест Бройша — Годфри на автокорреляцию — применяемая в эконометрике процедура проверки автокорреляции произвольного порядка в случайных ошибках регрессионных моделей. Тест является асимптотическим, то есть... Википедия
11 янв. 2023 г. · The Breusch-Godfrey test is a statistical test that is used to detect autocorrelation in the residuals of a linear regression model. |
How to Perform a Breusch-Godfrey Test in R - Statology www.statology.org › breusch-godfrey-test-in-r
16 апр. 2021 г. · This test uses the following hypotheses: H0 (null hypothesis): There is no autocorrelation at any order less than or equal to p. |
The null hypothesis is that the variable tested is a moving average process of order q: MA(q). By default, q = 0, implying white noise. The alternatives ... |
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Videolar It is demonstrated by. Monte Carlo simulations that a break in variance can generate spurious rejections of the null hypothesis of no serial correlation. Hence, ... |
10 янв. 2022 г. · Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags. F-statistic Obs*R-squared 0.132451 Prob. F(2,4) 0.621123 |
| Некоторые результаты поиска могли быть удалены в соответствии с местным законодательством. Подробнее... |
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