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
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
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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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
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