Usporedite metode

	Breusch-Godfrey LM Test za serijsku korelaciju	Model ARIMA (Autoregresivni integrirani pokretni prosjek)	Durbin-Watsonov test za autokorelaciju
Područje	Ekonometrija	Ekonometrija	Ekonometrija
Obitelj	Regression model	Regression model	Regression model
Godina nastanka	1978	2015	1950
Tvorac	Trevor Breusch & Leslie Godfrey	Box & Jenkins (Box-Jenkins methodology)	James Durbin & Geoffrey Watson
Vrsta	Lagrange-multiplier test for serial correlation	Univariate time-series model	Test for first-order residual autocorrelation
Temeljni izvor	Godfrey, L. G. (1978). Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables. Econometrica, 46(6), 1293–1301.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Durbin, J., & Watson, G. S. (1950). Testing for serial correlation in least squares regression: I. Biometrika, 37(3/4), 409–428.
Drugi nazivi	BG test, LM test for autocorrelation, Breusch-Godfrey serial correlation test, Breusch-Godfrey otokorelasyon testi	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	DW test, Durbin-Watson statistic, Durbin-Watson otokorelasyon testi
Srodne	3	5	4
Sažetak	The Breusch-Godfrey test is a Lagrange-multiplier test for serial correlation in regression residuals, developed independently by Trevor Breusch (1978) and Leslie Godfrey (1978). Unlike the Durbin-Watson test, it detects autocorrelation up to any chosen order p, remains valid when the model includes lagged dependent variables, and produces a definite chi-square p-value rather than an inconclusive region — making it the modern standard for autocorrelation testing.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	The Durbin-Watson test, developed by James Durbin and Geoffrey Watson in 1950–1951, detects first-order serial correlation in the residuals of a linear regression. Its statistic ranges from 0 to 4, with a value near 2 indicating no autocorrelation, values toward 0 indicating positive autocorrelation, and values toward 4 indicating negative autocorrelation. It remains one of the most reported regression diagnostics despite well-known limitations.