Package dev.nm.stat.test.regression.linear.heteroskedasticity
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Class Summary Class Description BreuschPagan The Breusch-Pagan test tests for conditional heteroskedasticity.Glejser The Glejser test tests for conditional heteroskedasticity.HarveyGodfrey The Harvey-Godfrey test tests for conditional heteroskedasticity.Heteroskedasticity A heteroskedasticity test tests, for a linear regression model, whether the estimated variance of the residuals from a regression is dependent on the values of the independent variables (regressors).White The White test tests for conditional heteroskedasticity.