Breusch-Pagan test is used to test against heteroskedasticity of a time-series

Tool is created for regression, prediction and forecast analysis of macroeconomic and credit data.
The package includes functions from existing R packages adapted for banking sector of Kazakhstan.
The purpose of the package is to optimize statistical functions for easier interpretation for bank analysts and non-statisticians.

Sultan Zhaparov

Toolkit for Regression Analysis of Kazakhstan Banking Sector
Data

Timur Abilkassymov

Shyngys Shuneyev

Alua Makhmetova

bp function

<dl><dt>model</dt>
<dd>is a (generalized)linear regression model</dd>
<dt>varformula</dt>
<dd>a formula describing only the potential explanatory variables for the variance (no dependent variable needed). By default the same explanatory variables are taken as in the main regression model.</dd>
<dt>studentize</dt>
<dd>logical. If set to TRUE Koenker's studentized version of the test statistic will be used.</dd>
<dt>data</dt>
<dd>an optional data frame containing the variables in the model</dd></dl>

Arguments

Breusch-Pagan test — bp

<dl>

<dt>model</dt>
<dd>is a (generalized)linear regression model</dd>


<dt>varformula</dt>
<dd>a formula describing only the potential explanatory variables for the variance (no dependent variable needed). By default the same explanatory variables are taken as in the main regression model.</dd>


<dt>studentize</dt>
<dd>logical. If set to TRUE Koenker's studentized version of the test statistic will be used.</dd>


<dt>data</dt>
<dd>an optional data frame containing the variables in the model</dd>

</dl>

bp: Breusch-Pagan test

Description

Usage

Arguments

References

Examples