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Class Summary |
| 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. |