RecursiveLSResults.test_heteroskedasticity()
statsmodels.regression.recursive_ls.RecursiveLSResults.test_heteroskedasticity
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RecursiveLSResults.test_heteroskedasticity(method, alternative='two-sided', use_f=True) -
Test for heteroskedasticity of standardized residuals
Tests whether the sum-of-squares in the first third of the sample is significantly different than the sum-of-squares in the last third of the sample. Analogous to a Goldfeld-Quandt test.
Parameters: method : string {‘breakvar’} or None
The statistical test for heteroskedasticity. Must be ‘breakvar’ for
