hmctest {lmtest}R Documentation

Harrison-McCabe-Test

Description

hmctest performs the Harrison-McCabe-Test against heteroskedasticity.

Usage

raintest(formula, T,  data=list())

Arguments

formula a symbolic describtion for the model to be tested
T split the model at time T
data an optional data frame containing the variables in the model. By default the variables are taken from the environment which 'hmctest' is called from

Value

A list with class "htest" containing the following components:
statistic the value of the test statistic.
p.value not yet implemented, NA.
method a character string indicating what type of test was performed.
data.name a character string giving the name(s) of the data.

Author(s)

Torsten Hothorn <hothorn@amadeus.statistik.uni-dortmund.de>

References

Kraemer, W., Sonnberger, H. (1986): The linear regression model under test

See Also

lm

Examples

x <- c(1:30);
err <- c(rnorm(10,0,1), rnorm(20,0,10));
y <- x^2 + err;
formular <- y ~ x;
hmc <- hmctest(formular);


[Package Contents]