The TD_BREUSCH_GODFREY function returns a primary result set consisting of one row per unique series instance acted on by the function. There are no additional auxiliary layers returned by this function.
RETURNS TABLE Schema
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | Varies | Index of time series. |
| NUM_SAMPLES | INTEGER | Total number of sample points in the residual series. |
| EXPLANATORY_COUNT | INTEGER | The reported number of explanatory variables in the original regression. |
| RESIDUAL_MAXLAGS | INTEGER | Indicator that a constant was included as an explanatory variable in the original regression. A value of 1 means a constant was included. A value of 0 means a constant was not included. |
| SIGNIFICANCE_LEVEL | FLOAT | The significance level used for the test. |
| BG_VALUE | FLOAT | The calculated Durbin-Watson test statistic value. |
| P_VALUE | FLOAT | The p-value corresponding to the calculated test statistic. |
| CRITICAL_VALUE | FLOAT | The critical value from the chi-squared tables at the selected significance level and degrees of freedom. |
| CRITICAL_P | FLOAT | The p-value corresponding to the critical value. |
| NULL_HYPOTH | VARCHAR(8) | The result of the test.
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