SuanShu, a Java numerical and statistical library



Package com.numericalmethod.suanshu.stats.test.regression.linear.heteroskedasticity

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.
 



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