Testing heteroskedasticity using Goldfeld Quandt test

[SylJerSPTSE]

Hi everyone,

We would like to test heteroskedasticity of a variable x in a sample of size n using Goldfeld Quandt test. Can you help us ?

Thank you.

[Reeza]

It doesn't look like there's a test out of the box, but googling I found several examples of people implementing in in SAS.

None look automated unfortunately.

http://www.principlesofeconometrics.com/poe4/poe4sas_files/chap08.sas

[SylJerSPTSE]

Yes that's what we found out. We did it by ourselves at the end manually