Finding heteroscedasticity in time series

Question

I'm working in python stack (scipy/numpy/pandas) and I need to do a linear fit on a list of (x,y) points that have added noise from some distribution conditioned on x and other global properties. Are any specific methods available to measure and visualize the levels of heteroscedasticity in my data?

Answer 1

Some of the tests listed on the Wikipedia page for Heteroscedasticity can be found in the scipy.stats package. Under the circumstances, the statsmodels package (which is built on top of scipy) may be a better bet. There is an entire module dedicated to Heteroscedasticity tests.