| reg_test | R Documentation |
Test for detecting violation of Gauss-Markov assumptions.
reg_test(y)
y |
A numeric vector or an object of class |
reg_test returns an object of class "reg_test".
An object of class "reg_test" is a list containing the
following components:
bp |
Breusch-Pagan statistic |
bg |
Breusch-Godfrey statistic |
dw |
Durbin-Watson statistic |
gq |
Godfrey-Quandt statistic |
model <- lm(real_gdp~ imp + exp + poil + eurkzt + usdkzt, macroKZ) reg_test(model)