View in: Documentation
Calculate the required inputs for conducting a Lagrange multiplier (LM) test with lmtest. The LM test compares the fit of a restricted model against an unrestricted model by testing whether
Plot heteroscedastic-and-autocorrelation consistent (HAC) corrected confidence bands using Newey-West robust standard errors.
Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands.
You clicked a link that corresponds to this MATLAB command:
Run the command by entering it in the MATLAB Command Window.
Web browsers do not support MATLAB commands.
Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a location from the following list:
See all countries