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Regress_White    

简述
包含无交叉项和交叉项两种，用于检验回归方程的异方差性，原假设为不存在异方差（Hypothesis的值0表示拒绝，1表示接受）
定义
Regress_White(y:array;x:array;Crr:Integer;alpha:Real):array
参数
名称类型说明
yarray被解释变量，为一维数组类型
Xarray解释变量，为二维数组类型
CrrInteger交叉项，0为无交叉项，1为有交叉项
AlphaReal1-alpha为置信水平，一般为5%，也有1%和10%，数值越小，判断越严格；
  • 范例

    x:=array(554.61,562.47,584.42,587.43,600.71,622.9,610.19,624.33,608.8,584.74,590.36,601.76,607.39,617.27,622.9,621.8,587.21,575.07,572.99,569.38,565.17,560.42,553.3);
    y:=array(1894.61,1889.64,1965.41,2001.5,2018.66,2090.77,2037.74,2079.12,2031.68,1954.21,1964.37,1975.01,1976.82,2015.69,2018.46,1987.76,1897.22,1863.8,1852.42,1851.52,1850.48,1832.91,1820.81);
    z:=array(64,60,60.1,59.95,61.5,71.5,70.5,75.05,77.5,73.2,75.3,76.5,78.2,79.2,78.8,75.9,73,72.7,72.7,72.7,73.85,73.8,73.6);
    w:=array(4.255,4.235,4.438,4.534,4.568,4.768,4.669,4.792,4.648,4.47,4.482,4.548,4.52,4.622,4.639,4.552,4.343,4.276,4.255,4.25,4.238,4.191,4.151);
    xzw:=`array(x,z,w);
    alpha:=0.05;
    return Regress_White(y,xzw,0,alpha);

    结果：
    参考
    Regress_CMLS Regression 
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