[R] Breusch-Godfrey Test

[Pfaff, Bernhard]

> Dear R Helpers!
> 
> bgtest{lmtest} performs the Breusch-Godfrey test for higher 
> order serial 
> correlation.
> 
> Is the Higher Order Correlation function already programmed in
> R I couldn't find it?
> 
> Sergei Petrov
> 

?acf
?pacf

HTH,

Bernhard


----------------------------------------------------------------------
If you have received this e-mail in error or wish to read our e-mail 
disclaimer statement and monitoring policy, please refer to 
http://www.drkw.com/disc/email/ or contact the sender.