Sup, iam Shelia Burk, Hope you’re having a great week!
What Does The Breusch Godfrey Test Tell You About Your Model? [Solved]
The Breusch–Godfrey test is a test for autocorrelation in the errors in a regression model. It makes use of the residuals from the model being considered in a regression analysis, and a test statistic is derived from these. The null hypothesis is that there is no serial correlation of any order up to p.
Serial correlation testing - the Breusch-Godfrey test
This video explains how it
Test for autocorrelation, Breusch-Godfrey test
… to
9.6. Detection of autocorrelation: Breusch-Godfrey test
And the last formal
