Re: [R] Heteroskedasticity test

From: Leeds, Mark (IED) <Mark.Leeds_at_morganstanley.com>
Date: Fri 29 Sep 2006 - 17:34:41 GMT


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@stat.math.ethz.ch
[mailto:r-help-bounces@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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