TD_​BREUSCH_​GODFREY

It is a test which looks for the presence of serial correlation amongst the error/residual terms. It is mainly employed to analyze the residuals produced by a univariate or multivariate regression (cross-sectional data sets). With respect to regression models, it is expected that there would exist no serial correlation amongst the error terms in contrast, with time series, the expectation is that most likely their will exist serial correlation amongst the error terms.

Options

EXPLANATORY_COUNT

The number of explanatory variables that were present in the original regression; plus '1' if a constant was present: Example: the FORMULA('Y = B0 + B1*X1') has a EXPLANATORY_COUNT of '2'; '1' for 'X1' and '1' for the constant 'B0'

RESIDUAL_MAXLAGS

Positive Integer value. Maximum lag number for the residuals used in the auxiliary regression. Also determines degrees of freedom associated with the test.

SIGNIFICANCE_LEVEL

The desired significance level for the test. Set to 0.01 or 0.05.

Output Schema

Output Schema, if Volatile is true then use user login as the schema.

Output Table

Output Table

VAL Location

VAL Location

Volatile

Specifies whether the table should be a VOLATILE table. If true, then the table is automatically deleted, otherwise it is users responsibility to remove or clean it up for space.

Nodes

• String Configuration6 ×
• Python Script2 ×
• Boolean Configuration1 ×
• Component Input1 ×
• Component Output1 ×
• Show all 11 nodes

Extensions

• FeatureKNIME Base nodes
• FeatureKNIME Database
• FeatureKNIME Quick Forms

Links

• No links available