Hello, Try package tseries, function white.test().
Hope this helps, Rui Barradas Em 13-10-2012 21:40, Afrae Hassouni escreveu:
Hello, Is there a way to perform a White test (testing heteroscedasticity) under R? Best regards, Afrae Hassouni ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
