How to run a Breusch-Godfrey test to test for covariance between residuals?
13 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Hey dear community!
I struggle to find a way how to run a Breusch-Godfrey test in Matlab to test for autocorrelation (possibly to tenth-order autocorrelation). Assumption to be tested of course is that covariance between residuals is always 0.
Do you have any idea how to do it or implement it on Matlab?
Would be great, thanks and have a nice week!
0 comentarios
Respuestas (1)
Shraddha Jain
el 5 de Mzo. de 2021
Editada: Shraddha Jain
el 5 de Mzo. de 2021
Hi,
The feature for Breusch-Godfrey test is not yet available in the Econometrics Toolbox. It might be considered in a future release.
0 comentarios
Ver también
Categorías
Más información sobre Hypothesis Tests en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!