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.

Input ports

1. Type: DB Session
   Teradata Connection
   Connection to a Teradata Database Instance
2. Type: Table
   Input
   This function is executed against the residuals left over after running a regression.

Output ports

1. Type: Table
   output of TD_BREUSCH_GODFREY
   output of TD_BREUSCH_GODFREY