Quantcast
Channel: Statalist
Viewing all articles
Browse latest Browse all 72772

How can I use White's test to see if the variance of a series is dependent on the mean?

$
0
0
I'm looking at inflation data, and I want to see if inflation has a higher variability when the mean itself is higher.

I know there's a way to use White's test to test whether the variance is dependent on the mean, but I can't figure it out.

Thanks.

Viewing all articles
Browse latest Browse all 72772

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>