Breusch–Godfrey test | Wikipedia audio article
Channel: wikipedia tts
Date: 06/10/2019

This is an audio version of the Wikipedia Article:
https://en.wikipedia.org/wiki/Breusch%E2%80%93Godfrey_test


00:00:28 1 Background
00:00:56 2 Procedure
00:02:07 3 Software
00:02:36 4 See also



Listening is a more natural way of learning, when compared to reading. Written language only began at around 3200 BC, but spoken language has existed long ago.

Learning by listening is a great way to:
- increases imagination and understanding
- improves your listening skills
- improves your own spoken accent
- learn while on the move
- reduce eye strain

Now learn the vast amount of general knowledge available on Wikipedia through audio (audio article). You could even learn subconsciously by playing the audio while you are sleeping! If you are planning to listen a lot, you could try using a bone conduction headphone, or a standard speaker instead of an earphone.

Listen on Google Assistant through Extra Audio:
https://assistant.google.com/services/invoke/uid/0000001a130b3f91
Other Wikipedia audio articles at:
https://www.youtube.com/results?search_query=wikipedia+tts
Upload your own Wikipedia articles through:
https://github.com/nodef/wikipedia-tts
Speaking Rate: 0.937891921004041
Voice name: en-AU-Wavenet-C


"I cannot teach anybody anything, I can only make them think."
- Socrates


SUMMARY
=======
In statistics, the Breusch–Godfrey test, named after Trevor S. Breusch and Leslie G. Godfrey, is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models to observed data series. In particular, it tests for the presence of serial correlation that has not been included in a proposed model structure and which, if present, would mean that incorrect conclusions would be drawn from other tests, or that sub-optimal estimates of model parameters are obtained if it is not taken into account. The regression models to which the test can be applied include cases where lagged values of the dependent variables are used as independent variables in the model's representation for later observations. This type of structure is common in econometric models.
Because the test is based on the idea of Lagrange multiplier testing, it is sometimes referred to as LM test for serial correlation.A similar assessment can be also carried out with the Durbin–Watson test and the Ljung–Box test.