[R] heteroscedasticity analysis

[John Fox]

Dear Vincent,

See the ncv.test function in the car package.

I hope that this helps,
  John


>-----Original Message-----
>From: Vincent Spiesser [mailto:Vincent.Spiesser at univ-tlse1.fr]
>Sent: 09 December 2002 15:07
>To: r-help at stat.math.ethz.ch
>Subject: [R] heteroscedasticity analysis
>
>
>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.

-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
-----------------------------------------------------