V1.4: Harvtest

The test returns an htest object containing the t-statistic , the p-value , and the degrees of freedom .

It is frequently used alongside other diagnostic tools like the Breusch-Pagan test (for heteroskedasticity) and the Durbin-Watson test (for autocorrelation). Related "Harvest" Software HARVTEST V1.4

It performs a t-test on recursive residuals. If the relationship is non-linear, the mean of these residuals will differ significantly from zero. Hypothesis: Null Hypothesis ( H0cap H sub 0 ): The true relationship is linear. Alternative Hypothesis ( H1cap H sub 1 ): The relationship is non-linear (convex or concave). The test returns an htest object containing the