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Testing a timeseries for heteroscedastic (lmtest)

On Wed, 14 Jan 2004, Simon Ohrem wrote:

            
lmtest is designed for testing linear regression models which are
typically described by a formula. The simplest conceivable model is
  x ~ 1
i.e. x (which can be a time series) is described as a mean plus noise. And
the above mentioned tests test whether the noise is homoskedastic or not.

The package lmtest also has a vignette telling you a bit more about how
these tests can be applied. Also note that in certain cases the tests in
the package strucchange and some diagnostic tests from tseries can be used
for testing for heteroskedasticity.

hth,
Z