

   GGoollddffeelldd--QQuuaannddtt--TTeesstt

        raintest(formula, data=list())

   AArrgguummeennttss::

    formula: a symbolic describtion for the model to be tested

          T: split the model at time T

       data: an optional data frame containing the variables in
             the model.  By default the variables are taken
             from the environment which 'gqtest' is called from

   DDeessccrriippttiioonn::

        `gqtest' performs the Goldfeld-Quandt-Test against het-
        eroskadasticity.  Given a known time `T', the Goldfeld-
        Quandt tests the null-hypothesis: variances at time
        1..T and T..n are equal.

   DDeettaaiillss::

        The test statistic under H0 follows a F distribution
        with df1 and df2 degree of freedom.

   VVaalluuee::

        A list with class `"htest"' containing the following
        components:

   statistic: the value of the test statistic.

    p.value: the p-value of the test.

     method: a character string indicating what type of test
             was performed.

   data.name: a character string giving the name(s) of the
             data.

   AAuutthhoorr((ss))::

        Torsten Hothorn <hothorn@amadeus.statistik.uni-dort-
        mund.de>

   RReeffeerreenncceess::

        Kraemer, W., Sonnberger, H. (1986): The linear regres-
        sion model under test

   SSeeee AAllssoo::

        `lm'

   EExxaammpplleess::

        x <- c(1:30);
        err <- c(rnorm(10,0,1), rnorm(20,0,10));
        y <- x + err;
        formular <- y ~ x;
        gq <- gqtest(formular, 10);
        qf(0.95, gq$parameter[1], gq$parameter[2]);

