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文章浏览阅读6.6k次，点赞2次，收藏3次。本文介绍了R中用于检测线性回归模型残差高阶自相关的Breusch-Godfrey检验，阐述了检验的零假设与替代假设，以及如何在R中使用lmtest包的bgtest()函数执行该检验。通过一个实例展示了当P值小于0.05时，可以判断存在自相关，并提出了处理自相关问题的方法，如 .
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