[R] Breusch-Godfrey Test

Pfaff, Bernhard Bernhard.Pfaff at drkw.com
Mon Aug 4 14:47:05 CEST 2003

> 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




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