Heteroskedasticity Test

[DannyB]

Hello,

I 'd like to do an heteroskedasticity test on a trend , I can retrieve the r2 of the equation with .@r2 but I can not recover the r2 of heteroskedasticity test. It would seem that we should go through a table but I wonder if there is another solution for going through a table is risky because if the number of lines changes my program will not be able to recover the right value...

Thanking you

[EViews Gareth]

The only way would be to do perform the auxilliary regression yourself rather than use the built in test.

[DannyB]

And for exemple if i want the correl of my arma test... The only way is only to freeze into table to retrieve the Prob column?

[EViews Gareth]

Right.

[DannyB]

Ok, thanks