Heteroskedasticity Test: Breusch-Pagan-Godfrey

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
icon
Concept explainers
Question

Pleases anlyses two table . İ eant hypthesis test . 

Hetereoskedasticity
Heteroskedasticity Test: Breusch-Pagan-Godfrey
Prob. F(3,26)
Prob. Chi-Square(3)
Prob. Chi-Square(3)
F-statistic
0.669832
0.5782
2.152302
Obs*R-squared
Scaled explained SS
0.5414
0.805728
0.8481
Transcribed Image Text:Hetereoskedasticity Heteroskedasticity Test: Breusch-Pagan-Godfrey Prob. F(3,26) Prob. Chi-Square(3) Prob. Chi-Square(3) F-statistic 0.669832 0.5782 2.152302 Obs*R-squared Scaled explained SS 0.5414 0.805728 0.8481
Ordinary least squared
2,000
1,000 -
-1,000
-2,000
1.
94
96
98
00
02
04
06
08
10
12
14
16
18
Recursive Residuals
+ 2 S.E.
Transcribed Image Text:Ordinary least squared 2,000 1,000 - -1,000 -2,000 1. 94 96 98 00 02 04 06 08 10 12 14 16 18 Recursive Residuals + 2 S.E.
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Ellipses
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman