Usage
## S3 method for class 'ts':
white.test(x, lag = 1, qstar = 2, q = 10, range = 4,
type = c("Chisq","F"), scale = TRUE, ...)
## S3 method for class 'default':
white.test(x, y, qstar = 2, q = 10, range = 4,
type = c("Chisq","F"), scale = TRUE, ...)
Arguments
x
a numeric vector, matrix, or time series.
lag
an integer which specifies the model order in terms of
lags.
q
an integer representing the number of phantom hidden units
used to compute the test statistic.
qstar
the test is conducted using qstar
principal
components of the phantom hidden units. The first principal
component is omitted since in most cases it appears to be collinear
with the input vector of lagged variables. This strategy p
range
the input to hidden unit weights are initialized uniformly
over [-range/2, range/2].
type
a string indicating whether the Chi-Squared test or the
F-test is computed. Valid types are "Chisq"
and "F"
.
scale
a logical indicating whether the data should be scaled
before computing the test statistic. The default arguments to
scale
are used. ...
further arguments to be passed from or to methods.