[R] heteroscedasticity analysis

Vincent Spiesser Vincent.Spiesser at univ-tlse1.fr
Mon Dec 9 15:04:03 CET 2002


Hello,
First, sorry for my poor english, I will try to be understood.
It's the first time I try this "r-help mailing list" and I hope it will be 
a success.

I am working on heteroscedasticity analysis. I would like to get the 
"Box-Ljung" and the "Lagrange multipliers" test.
I found the first one in the library "ts", but I can't find the second one. 
Does anybody know how this test can be called.

Vincent Spiesser




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