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

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 ...

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 ...

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 ...

16 апр. 2021 г. · This tutorial explains how to perform a Breusch-Godfrey test in R, including a step-by-step example.

16 июл. 2018 г. · The Null Hypothesis states that no heteroskedasticity exists (= homoskedasticity exists). On the bottom of the user guide they have an example with the ...

22 мая 2024 г. · ... Breusch-Godfrey serial correlation LM test in Eviews 09:05 Interpretation of results 10:06 Addressing serial correlation problem Click on ...

Breusch Godfrey serial correlation test will be used. This test assumes about the independence of the disturbances from observation to observation.

The Breusch-Godfrey serial correlation LM test results in Table 3 provide evidence that there is no serial correlation in the residuals of the mean equation.