[R] White test

Achim Zeileis Achim.Zeileis at uibk.ac.at
Sun Oct 14 10:01:04 CEST 2012


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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>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> 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.
>




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