White test
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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______________________________________________ R-help at 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.