On Sat, 13 Oct 2012, Rui Barradas wrote:
Hello,
Try package tseries, function white.test().
That's not White's test for heteroskedasticity but White's network test
for nonlinearity, i.e., a different test.
Z
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
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