nardl: bp2 – R documentation

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bp2

LM test for serial correlation

LM test for serial correlation

bp2(object, nlags, fill = NULL, type = c("F", "Chi2"))

`object`	fitted lm model
`nlags`	positive integer number of lags
`fill`	starting values for the lagged residuals in the auxiliary regression. By default 0.
`type`	Fisher or Chisquare statistics

reg<-nardl(food~inf,fod,ic="aic",maxlag = 4,graph = TRUE,case=3)
lm2<-bp2(reg$fits,reg$nl,fill=0,type="F")

Nonlinear Cointegrating Autoregressive Distributed Lag Model

v0.1.6

GPL-3

Authors

Taha Zaghdoudi

Initial release