LinearRegressionModel.GetBreuschGodfreyTest Method

Gets the Breusch-Godfrey test for serial correlation in the residuals of the regression model.

Definition

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4

public SimpleHypothesisTest GetBreuschGodfreyTest(
	int order
)

Visual Basic

Public Function GetBreuschGodfreyTest ( 
	order As Integer
) As SimpleHypothesisTest

C++/CLI

public:
SimpleHypothesisTest^ GetBreuschGodfreyTest(
	int order
)

member GetBreuschGodfreyTest : 
        order : int -> SimpleHypothesisTest

order Int32: The highest auto-regressive order to include in the test. Must be at least 1.

SimpleHypothesisTest
A hypothesis test with the null hypothesis that there is no autocorrelation between the residuals.

ArgumentOutOfRangeException	order is less than 1.
ArgumentOutOfRangeException	order is greater than or equal to the number of observations.
InvalidOperationException	The model has not been fitted.