等级相关系数诊断
cor.test(mydata$x, abs(residuals(model)), method="spearman", alternative="two.sided")
输出
Spearman's rank correlation rho
data: mydata$x and abs(residuals(model))
S = 1424, p-value = 0.002504
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
0.5653236
G-Q检验
library(lmtest)
gqtest(model, order.by = ~data$CDA, data =NewData, fraction = 30)
输出
Goldfeld-Quandt test
data: model
GQ = 2.9526, df1 = 39, df2 = 39, p-value = 0.0005143
alternative hypothesis: variance increases from segment 1 to 2