Check model for independence of residuals.Source:
Check model for independence of residuals, i.e. for autocorrelation of error terms.
check_autocorrelation(x, ...) # S3 method for default check_autocorrelation(x, nsim = 1000, ...)
A model object.
Currently not used.
Number of simulations for the Durbin-Watson-Test.
Invisibly returns the p-value of the test statistics. A p-value < 0.05 indicates autocorrelated residuals.
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.
m <- lm(mpg ~ wt + cyl + gear + disp, data = mtcars) check_autocorrelation(m) #> OK: Residuals appear to be independent and not autocorrelated (p = 0.284).