Heteroskedasticity Test: Breusch-Pagan-Godfrey

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Please analyze these tables one by one . Explain as table 1 and table 2.

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
Simple regression
Dependent Variable: GDP
Method: Least Squares
Date: 05/20/21 Time: 18:11
Sample: 1990 2019
Included observations: 30
Variable
Coefficient
Std. Error
t-Statistic
Prob.
8.057153
-3.387527
ER
1374.052
170.5381
0.0000
IR
-61.21344
18.07025
0.0023
IFR
C
22.13481
9777.087
12.77334
614.4754
1.732892
15.91127
0.0950
0.0000
0.891201
Mean dependent var
10046.98
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
S.D. dependent var
Akaike info criterion
0.878647
2790.448
16.72031
972.0742
24568133
Schwarz criterion
16.90713
-246.8046
Hannan-Quinn criter.
16.78007
F-statistic
70.99069
Durbin-Watson stat
0.639111
Prob(F-statistic)
0.000000
||
Transcribed Image Text:Simple regression Dependent Variable: GDP Method: Least Squares Date: 05/20/21 Time: 18:11 Sample: 1990 2019 Included observations: 30 Variable Coefficient Std. Error t-Statistic Prob. 8.057153 -3.387527 ER 1374.052 170.5381 0.0000 IR -61.21344 18.07025 0.0023 IFR C 22.13481 9777.087 12.77334 614.4754 1.732892 15.91127 0.0950 0.0000 0.891201 Mean dependent var 10046.98 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood S.D. dependent var Akaike info criterion 0.878647 2790.448 16.72031 972.0742 24568133 Schwarz criterion 16.90713 -246.8046 Hannan-Quinn criter. 16.78007 F-statistic 70.99069 Durbin-Watson stat 0.639111 Prob(F-statistic) 0.000000 ||
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