Programming the statistical procedures from SAS

White and Breusch-Pagan tests for models with AR terms

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White and Breusch-Pagan tests for models with AR terms

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Hi all,

I want to use proc model to run the White and Breusch-Pagan residual heteroskedasticity tests on models with AR terms. I understand how to run these tests on models without AR terms, but do not know how to specify AR terms to run these tests. Any ideas?

Thanks.

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