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 ...

The Breusch–Godfrey test is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models to observed data ... Background · Procedure · Software

Продолжительность: 12:55
Опубликовано: 22 мая 2024 г.

The Breusch-Godfrey (BG) Test can detect autocorrelation up to any predesignated order p. It also supports a broader class of regressors.

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.

9 июл. 2015 г. · There might be some small indication of autocorrelation at a type 1 error of 0.1. How you interpret or use this depends on your sample, eg sample size, and on ...

As the corresponding p-value of Breusch-Godfrey serial correlation LM test is greater than at 5% significance level, the estimated ARDL model does.

Продолжительность: 2:43
Опубликовано: 18 апр. 2020 г.

16 апр. 2021 г. · For positive serial correlation, consider adding lags of the dependent and/or independent variable to the model. For negative serial correlation ...

22 сент. 2008 г. · If you're using the Breusch-Goodfrey Serial Correlation LM Test from the menus, there is no "blank" area. WGTRESID are the residuals, weighted by whatever ...