Programming heteroscedasticity tests

[Ecovi]

I tried everything I could think of, but the hettest function doesn't work as it says in the manual. For example including White cross terms in the auxilliary regression doesn't work and only gives me a regression with the terms themselves:

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eq.hettest(type=white) @white(@regs)

Other functionality is als not working, while it does work perfectly using the dialog screens.

Is this an issue only I have or is something going on with the latest Eviews version?

I have Eviews 8, latest patch (from February).

[EViews Gareth]

The syntax for a White test with cross-terms is:

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eq.hettest(type=white, c)

[Ecovi]

Thanks, I now see there is a separate option for that and that the normal options don't work for ARCH or White tests. I didn't look in the variables section of the object reference manual. It was a bit confusing that the white and arch test types are merely shortcuts to the BPG type test with explicitly specified regressors.