Breusch-Godfrey test for autocorrelation up to order 2 OLS, using observations 1976:1-1990:4 (T-60) Dependent variable: ubat const LY Lecice uhat 1 uhat 2 coefficient 0.167345 -0.183859 std. error t-ratio p-value 0.492513 0.3398 0.7353 0.451148 -0.4075 0.6852 0.7575 0.0576968 0.321615 0.172249 Unadjusted R-squared 0.164586 0.185947 0.134351 0.135293 0.3103 2.394 1.273 8.9201 0.2083 Which of the following is the interpretation of the test? (Hint: Find the critical value of the test from the related table) a. (n-p)R²> x²(2) the null hypothesis of no autocorrelation is rejected b. nR²
Breusch-Godfrey test for autocorrelation up to order 2 OLS, using observations 1976:1-1990:4 (T-60) Dependent variable: ubat const LY Lecice uhat 1 uhat 2 coefficient 0.167345 -0.183859 std. error t-ratio p-value 0.492513 0.3398 0.7353 0.451148 -0.4075 0.6852 0.7575 0.0576968 0.321615 0.172249 Unadjusted R-squared 0.164586 0.185947 0.134351 0.135293 0.3103 2.394 1.273 8.9201 0.2083 Which of the following is the interpretation of the test? (Hint: Find the critical value of the test from the related table) a. (n-p)R²> x²(2) the null hypothesis of no autocorrelation is rejected b. nR²
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Problem 1P
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which of the followings is the interpretation of the test ?
Transcribed Image Text:Breusch-Godfrey test for autocorrelation up to order 2
OLS, using observations 1976:1-1990:4 (T-60)
Dependent variable: ubat
coefficient
0.167345
-0.183859
std. error t-ratio p-value
0.492513
0.3398 9.7353
0.451148 -0.4075 0.6852
0.185947
0.3103
8.7575
0.134351
2.394
9.0201
0.135293
1.273
0.2883
const
LY
Lorice
0.0576968
uhat 1
0.321615
uhat 2
0.172249
Unadjusted R-squared 0.164586
Which of the following is the interpretation of the test? (Hint: Find the critical value of the
test from the related table)
a. (n-p)R²> x²(2) the null hypothesis of no autocorrelation is rejected
b. nR²<x²(1) the null hypothesis of autocorrelation is rejected
c. (n-p)R²<x²(2) the null hypothesis of autocorrelation is not rejected
d. nR²<x²(1) the null hypothesis of no autocorrelation is not rejected
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