
Check model for independence of residuals.
Source:R/check_autocorrelation.R
check_autocorrelation.Rd
Check model for independence of residuals, i.e. for autocorrelation of error terms.
Usage
check_autocorrelation(x, ...)
# Default S3 method
check_autocorrelation(x, nsim = 1000, ...)
# S3 method for class 'performance_simres'
check_autocorrelation(x, time = NULL, ...)
Arguments
- x
A model object, or an object returned by
simulate_residuals()
.- ...
Currently not used for models. For simulated residuals, arguments are passed to
DHARMa::testTemporalAutocorrelation()
.- nsim
Number of simulations for the Durbin-Watson-Test.
- time
A vector with time values to specify the temporal order of the data. Only used if
x
is an object returned bysimulate_residuals()
or byDHARMa
.
Value
Invisibly returns the p-value of the test statistics. A p-value < 0.05 indicates autocorrelated residuals.
Details
Performs a Durbin-Watson-Test to check for autocorrelated residuals. In case of autocorrelation, robust standard errors return more accurate results for the estimates, or maybe a mixed model with error term for the cluster groups should be used.
See also
Other functions to check model assumptions and and assess model quality:
check_collinearity()
,
check_convergence()
,
check_heteroscedasticity()
,
check_homogeneity()
,
check_model()
,
check_outliers()
,
check_overdispersion()
,
check_predictions()
,
check_singularity()
,
check_zeroinflation()
Examples
m <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars)
check_autocorrelation(m)
#> OK: Residuals appear to be independent and not autocorrelated (p = 0.338).