caption: LM Test The test statistic is the number of observations multiplied by the <PERSON>-squared statistic.
exif: {"Image DocumentName": "LM TestThe test statistic is the number of observations multiplied by the R-squared statistic.", "Image ImageDescription": "It follows a chi-squared distribution, the degrees of freedom are equal to the order of autocorrelation tested for (2 in this case) The null hypothesis is no autocorrelation, if the test statistic exceeds the critical value, reject the null and therefore we have autocorrelation.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}