I need to use Breusch-Pagan test, to check whether two series are homoscedastic.
First I calculate the residuals of two lists of prices after [...] and then I test residuals for homoscedasticity. My doubt is, does it make sense to regress the residuals with a rep(0, N) line? I thought of it because the residuals should be 0 (to have a perfect fit) so i think it makes sense to regress the residuals with a 0,0,0,0,0 etc etc line, what do you think?
The only problem that if I use
bptest(residuals ~ rep(0,500)) I get a