Kipimo cha Breusch-Godfrey LM cha Uhusiano wa Mfuatano
Kipimo cha Breusch-Godfrey ni kipimo cha Lagrange-multiplier kwa uhusiano wa mfuatano katika mabaki ya urejeshaji, kilichoandaliwa kwa uhuru na Trevor Breusch (1978) na Leslie Godfrey (1978). Tofauti na kipimo cha Durbin-Watson, kinagundua uhusiano wa kiotomatiki hadi agizo lolote lililochaguliwa p, kinabaki kuwa halali wakati kielelezo kinajumuisha vigezo tegemezi vilivyocheleweshwa, na hutoa thamani kamili ya p ya chi-square badala ya eneo lisilo dhahiri — na kuifanya kuwa kiwango cha kisasa cha upimaji wa uhusiano wa kiotomatiki.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- 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. DOI: 10.2307/1913829 ↗
- Breusch, T. S. (1978). Testing for autocorrelation in dynamic linear models. Australian Economic Papers, 17(31), 334–355. DOI: 10.1111/j.1467-8454.1978.tb00635.x ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Breusch-Godfrey LM Test for Serial Correlation. ScholarGate. https://scholargate.app/sw/econometrics/breusch-godfrey-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Mfumo wa ARIMA (Autoregressive Integrated Moving Average)Ekonometriki↔ compare
- Kipimo cha Durbin-Watson kwa Utegemezi wa KiotomatikiEkonometriki↔ compare
- Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)Ekonometriki↔ compare
Imerejelewa na
Umeona tatizo kwenye ukurasa huu? Ripoti au pendekeza marekebisho →