[R] Heteroskedasticity test

Leeds, Mark (IED) Mark.Leeds at morganstanley.com
Fri Sep 29 19:34:41 CEST 2006

I think tseries has one but I don't know if it would pick that up. It's
kind of slight.

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Alberto Monteiro
Sent: Friday, September 29, 2006 1:24 PM
To: R-Help
Subject: [R] Heteroskedasticity test

Is there any heteroskedasticity test in the package? Something that
would flag a sample like

  x <- c(rnorm(1000), rnorm(1000, 0, 1.2))

Alberto Monteiro

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