Comment on the following table we report the result of a test to identify if the estimated coefficients are time varying. State the null hypothesis, the implemented statistic and comment on the result. Prob. F(1,298) Prob. Chi-Square(1) Prob. Chi-Square(1) F-statistic 101.7147 0.0000 Log likelihood ratio 88.09724 0.0000 Wald Statistic 101.7147 0.0000

MATLAB: An Introduction with Applications
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Chapter1: Starting With Matlab
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Comment on the following table we report the result of a test to identify if the estimated
coefficients are time varying. State the null hypothesis, the implemented statistic and comment
on the result.
Prob. F(1,298)
Prob. Chi-Square(1)
Prob. Chi-Square(1)
F-statistic
101.7147
0.0000
Log likelihood ratio
88.09724
0.0000
Wald Statistic
101.7147
0.0000
Transcribed Image Text:Comment on the following table we report the result of a test to identify if the estimated coefficients are time varying. State the null hypothesis, the implemented statistic and comment on the result. Prob. F(1,298) Prob. Chi-Square(1) Prob. Chi-Square(1) F-statistic 101.7147 0.0000 Log likelihood ratio 88.09724 0.0000 Wald Statistic 101.7147 0.0000
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