做y关于x的普通最小二乘回归，求出εi的估计值，即ei的值
取ei的绝对值，即|ei|，将xi与|ei|按递增或递减的次序排列并分等级
根据公式 rs=1-6n(n2-1)i=1ndi2 算出等级相关系数，其中n为样本量；di对应于xi与|ei|的等级差数
做等级相关系数的显著性检验。在n>8的情况下，用t=n-2rs1-rs对相关系数进行t检验，若|t|≤tα/2(n-2)，则认为异方差问题不存在；否则说明xi与|ei|之间存在系统关系，异方差问题存在。
y:=array(49.00,50.2,50.5,48.5,47.5,44.5,28.00,31.5,34.5,35.00,38.00,38.5,15.00,17.00,20.5,29.5);
x:=array(
(1300.00,7.5,0.012,9750.00,15.6,0.09),
(1300.00,9.00,0.012,11700.00,15.6,0.108),
(1300.00,11.00,0.0115,14300.00,14.95,0.1265),
(1300.00,13.5,0.013,17550.00,16.9,0.1755),
(1300.00,17.00,0.0135,22100.00,17.55,0.2295),
(1300.00,23.00,0.012,29900.00,15.6,0.276),
(1200.00,5.3,0.04,6360.00,48.00,0.212),
(1200.00,7.5,0.038,9000.00,45.6,0.285),
(1200.00,11.00,0.032,13200.00,38.4,0.352),
(1200.00,13.5,0.026,16200.00,31.2,0.351),
(1200.00,17.00,0.034,20400.00,40.8,0.578),
(1200.00,23.00,0.041,27600.00,49.2,0.943),
(1100.00,5.3,0.084,5830.00,92.4,0.4452),
(1100.00,7.5,0.098,8250.00,107.8,0.735),
(1100.00,11.00,0.092,12100.00,101.2,1.012),
(1100.00,17.00,0.086,18700.00,94.6,1.462));
alpha := 0.05;
constant := 0;
return Regress_HettestSpearman(y,X,alpha,constant);
返回结果：
|
Statistic |
1.227706414781371 |
|
P-Value |
0.2398000476741131 |
|
Hypothesis |
1 |