
Онлайн тестове
Свободна платформа за създаването на електронни класове и въвеждането на изпитни тестове към тях. Всеки учител може да въведе свои собствени тестове и да проследи …
时间序列模型-自相关检验 - 知乎 - 知乎专栏
布罗施-戈弗雷检验,即BG检验(BG test),又称LM检验,使用的前提条件更优于DW检验,包括但不限于以下容许的条件:可以出现被解释变量的滞后值,可以出现高阶自回归模式, …
Breusch–Godfrey test - Wikipedia
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 …
Breusch-Godfrey Test - Real Statistics Using Excel
Describes how to conduct the Breusch-Godfrey (BG) Test in Excel to detect autocorrelation up to any predesignated order p. Example and software are provided.
Breusch-Godfrey test - PrepNuggets
2023年1月11日 · The Breusch-Godfrey test is a statistical test that is used to detect autocorrelation in the residuals of a linear regression model. It helps to detect autocorrelation …
R假设检验之Breusch-Godfrey检验(Breusch-Godfrey Test)
本文介绍了R中用于检测线性回归模型残差高阶自相关的Breusch-Godfrey检验,阐述了检验的零假设与替代假设,以及如何在R中使用lmtest包的bgtest ()函数执行该检验。 通过一个实例展示 …
How to Perform a Breusch-Godfrey Test in R - Statology
2021年4月16日 · To perform a Breusch-Godfrey test in R, we can use the bgtest (y ~ x, order = p) function from the lmtest library. This tutorial provides an example of how to use this syntax in …
hypothesis testing - Breusch–Godfrey test under …
The Breusch-Godfrey test requires the homoskedasticity assumption in order for the LM statistic to have an asymptotic chi-square distribution, but the test can be made robust to …
Breusch-Pagan 检验:定义和示例 - Statorials
本教程提供了 Breusch-Pagan 测试的简要说明以及示例。 什么是布洛伊施-异教测试? Breusch-Pagan 检验用于确定回归模型中是否存在异方差。 该检验使用以下原假设和备择 假设: 如果 …
How to Perform a Breusch-Godfrey Test in Python - Statology
2021年4月16日 · To perform a Breusch-Godfrey test in Python, we can use the acorr_breusch_godfrey() function from the statsmodels library. The following step-by-step …