5 4 3 2 1 - -0.02 Table 2A: Breusch-Godfrey F-statistic 97.4965 Prob. F(2,45) Obs*R-squared 26.08613 Prob. Chi-Square (2) Table 2B: Heteroscedasticity Test: White 1.900412 Prob. F(13,38) 19.48754 Prob. Chi-Square (13) Scaled explained SS 12.33080 Prob. Chi-Square (13) F-statistic Obs*R-squared -0.01 Serial Correlation LM Test: 0.0.000 0.0000 0.00 Table 2C: Jarque-Bera Test 0.01 0.02 0.03 Series: Residuals Sample 2000Q1 2004Q4 Observations 20 Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis 0.0620 0.0637 0.0617 Jarque-Bera Probability 1.69e-15 0.001437 0.026899 -0.020266 0.013524 0.185623 2.298943 0.524420 0.769349

MATLAB: An Introduction with Applications
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Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Based on the EViews results above, answer the following questions.
a. What is your comments on the diagnostic tests of the model? 
i. Autocorrelation test 
ii. Heteroscedasticity test 
iii. Normality 

6
5
4
3
2-
1
0
-0.02
Table 2A: Breusch-Godfrey
Serial Correlation LM Test:
F-statistic
97.4965
Prob. F(2,45)
Obs*R-squared 26.08613 Prob. Chi-Square(2)
F-statistic
Obs*R-squared
Table 2B: Heteroscedasticity Test: White
0.0620
1.900412 Prob. F(13,38)
19.48754 Prob. Chi-Square(13)
0.0637
Scaled explained SS 12.33080 Prob. Chi-Square (13) 0.0617
-0.01
0.00
Table 2C: Jarque-Bera Test
0.01
0.02
0.03
0.0.000
0.0000
Series: Residuals
Sample 2000Q1 2004Q4
Observations 20
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
Jarque-Bera
Probability
1.69e-15
0.001437
0.026899
-0.020266
0.013524
0.185623
2.298943
0.524420
0.769349
Transcribed Image Text:6 5 4 3 2- 1 0 -0.02 Table 2A: Breusch-Godfrey Serial Correlation LM Test: F-statistic 97.4965 Prob. F(2,45) Obs*R-squared 26.08613 Prob. Chi-Square(2) F-statistic Obs*R-squared Table 2B: Heteroscedasticity Test: White 0.0620 1.900412 Prob. F(13,38) 19.48754 Prob. Chi-Square(13) 0.0637 Scaled explained SS 12.33080 Prob. Chi-Square (13) 0.0617 -0.01 0.00 Table 2C: Jarque-Bera Test 0.01 0.02 0.03 0.0.000 0.0000 Series: Residuals Sample 2000Q1 2004Q4 Observations 20 Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis Jarque-Bera Probability 1.69e-15 0.001437 0.026899 -0.020266 0.013524 0.185623 2.298943 0.524420 0.769349
Table 2C: Estimated Regression Result
Dependent Variable: LSDR
Method: Least Squares
Sample (adjusted): 2000Q2 2012Q4
Included observations: 51 after adjustments
Variable
LM2
LREER
LGDP
LTBR
LSDR(-1)
с
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Coefficient Std. Error t-Statistic
Prob.
0.8593
0.0224
0.029879 0.167618 0.178259
-0.199495 0.084326 -2.365754
0.001576 0.207831 0.007585
0.006450 0.011733
0.9940
0.549707
0.5852
0.717507 0.096076 7.468094 0.0000
1.100717 0.811970 1.355613
0.1820
Mean dependent var
0.822458
0.802731 S.D. dependent var
0.068386
Akaike info criterion
0.210447
Schwarz criterion
67.63794 Hannan-Quinn criter.
41.69215
Durbin-Watson stat
0.000000
2.090498
0.153970
-2.417174
-2.189900
-2.330326
1.003093
Transcribed Image Text:Table 2C: Estimated Regression Result Dependent Variable: LSDR Method: Least Squares Sample (adjusted): 2000Q2 2012Q4 Included observations: 51 after adjustments Variable LM2 LREER LGDP LTBR LSDR(-1) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient Std. Error t-Statistic Prob. 0.8593 0.0224 0.029879 0.167618 0.178259 -0.199495 0.084326 -2.365754 0.001576 0.207831 0.007585 0.006450 0.011733 0.9940 0.549707 0.5852 0.717507 0.096076 7.468094 0.0000 1.100717 0.811970 1.355613 0.1820 Mean dependent var 0.822458 0.802731 S.D. dependent var 0.068386 Akaike info criterion 0.210447 Schwarz criterion 67.63794 Hannan-Quinn criter. 41.69215 Durbin-Watson stat 0.000000 2.090498 0.153970 -2.417174 -2.189900 -2.330326 1.003093
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