dt_homoskedasticity: H-test of homoskedasticity of the model residuals

View source: R/diagnostic_tests.R

dt_homoskedasticityR Documentation

H-test of homoskedasticity of the model residuals

Description

The H-test procedure implements a test against the null hypothesis of homoskedastic residuals.

Usage

dt_homoskedasticity(dlm_filtered)

Arguments

dlm_filtered

The output from dlm::dlmFilter().

Value

A data.frame/tibble of the model results including a column specifying whether the assumption of homoskedasticity of the residuals is satisfied.

Examples

print("Soon!")

gueyenono/dlm.helper documentation built on June 8, 2022, 7:57 p.m.