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Heteroskedasticity Test

Posted: Fri Jun 10, 2016 6:41 am
by 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

Re: Heteroskedasticity Test

Posted: Fri Jun 10, 2016 6:47 am
by EViews Gareth
The only way would be to do perform the auxilliary regression yourself rather than use the built in test.

Re: Heteroskedasticity Test

Posted: Fri Jun 10, 2016 6:52 am
by 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?

Re: Heteroskedasticity Test

Posted: Fri Jun 10, 2016 6:58 am
by EViews Gareth
Right.

Re: Heteroskedasticity Test

Posted: Fri Jun 10, 2016 7:09 am
by DannyB
Ok, thanks