Grocer Function

NAME

hetero_sq - XiČ heteroskedasticity test

CALLING SEQUENCE

[resulh]=hetero_sq(r,np)

PARAMETERS

Input

Output

DESCRIPTION

Computes the value of the XiČ hetero test. Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.

EXAMPLE

hetero_sq(rols)

This example is taken from function hendryericsson. The example provides the XiČ heteroskedasticity test for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols.

AUTHOR

Eric Dubois 2002