[R] White test

Rui Barradas ruipbarradas at sapo.pt
Sat Oct 13 23:05:59 CEST 2012


Hello,

Try package tseries, function white.test().

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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