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jpgs
2003 Aug 04
3
Breusch-Godfrey Test
> Dear R Helpers!
>
> bgtest{lmtest} performs the Breusch-Godfrey test for higher
> order serial
> correlation.
>
> Is the Higher Order Correlation function already programmed in
> R I couldn't find it?
>
> Sergei Petrov
>
?acf
?pacf
HTH,
Bernhard
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