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Heteroskedasticity Test

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Heteroskedasticity Test

Heteroskedasticity Test Summary

Language: Matlab

Platform: Windows / Linux / Mac OS / BSD / Solaris

License: BSD - BSD License

Databases: N/A

Downloads: 700

Last update: July 15, 2009

Heteroskedasticity Test Description

Heteroskedasticity is a sequence of random variables, that could affect statistical data if they have large variances.

It will need and use the 'regstats' and 'chi2cdf' functions from the Statistics Toolbox.

Requirements:

· MATLAB 7.7 or higher
· MATLAB's Statistics Toolbox

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It can perform a one or two sided test.The script outputs the probability of observing the resulting value of "s" or "a" value, given "n" total outcomes with a probability of success of "p". Requirements: · MATLAB 7.8 or higher · MATLAB Statistics Toolbox ...