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HETERO2

The document presents the results of a heteroskedasticity test on a dataset with 82 observations. The test statistics indicate that heteroskedasticity is not present at the 5% significance level. The regression model has an R-squared of 0.0625 and the variables C, DMV, LNSTDP, and LNAVINF as coefficients.

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Muhammad Mutaqin Pratama
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15 views

HETERO2

The document presents the results of a heteroskedasticity test on a dataset with 82 observations. The test statistics indicate that heteroskedasticity is not present at the 5% significance level. The regression model has an R-squared of 0.0625 and the variables C, DMV, LNSTDP, and LNAVINF as coefficients.

Uploaded by

Muhammad Mutaqin Pratama
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 1.733679 Prob. F(3,78) 0.1670


Obs*R-squared 5.125957 Prob. Chi-Square(3) 0.1628
Scaled explained SS 6.884750 Prob. Chi-Square(3) 0.0757

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/16/20 Time: 23:45
Sample: 1 82
Included observations: 82

Variable Coefficient Std. Error t-Statistic Prob.

C 4.287039 1.626395 2.635915 0.0101


DMV 0.403794 0.347719 1.161266 0.2491
LNSTDP -0.172421 0.087321 -1.974574 0.0519
LNAVINF 0.214415 0.145828 1.470329 0.1455

R-squared 0.062512 Mean dependent var 0.851182


Adjusted R-squared 0.026454 S.D. dependent var 1.475631
S.E. of regression 1.455982 Akaike info criterion 3.636789
Sum squared resid 165.3509 Schwarz criterion 3.754189
Log likelihood -145.1083 Hannan-Quinn criter. 3.683923
F-statistic 1.733679 Durbin-Watson stat 1.958773
Prob(F-statistic) 0.166963

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