What test is used to determine if residuals are heteroscedastic? 1) R-square 2) KB squared fit coefficient

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What test is used to determine if residuals are heteroscedastic?

1) R-square

2) KB squared fit coefficient t-value.

3) 12th Lag and 24th LBQ

4) Variance Inflation Factor

5) Durbin Watson

Posted Date: Jun 23, 2024 06:00 AM

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What test is used to determine if residuals are heteroscedastic? 1) R-square 2) KB squared fit coefficient

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