Test at 5% significance level if the errors are series uncorrelated. (a)Consider the following EViews' output:Breusch-Godfrey Serial Correlation LM Test:Null hypothesis: No serial correlation at up to 2 lagsF-statistic0.012581 Prob. F(2,8)0.037625 Prob. Chi-Square(2)0.9875Qbs*R-squared0.9814Test Equation:Dependent Variable: RESIDMethod: Least SquaresDate: 10/26/20 Time: 17:22Sample: 1 12Included observations: 12Presample missing value lagged residuals set to zero.VariableCoefficientStd. Errort-StatisticProb.-0.0398181.020840-0.0390050.96980.0027510.0482850.0569760.9560RESID(-1)RESID(-2)-0.0087920.366258-0.0240060.9814-0.0723230.455941-0.1586230.87790.003135 Mean dependent var-0.370689 S.D. dependent var1.332377 Akaike info criterionR-squaredAdjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statistic-1.41E-141.1380413.67300814.20184 Schwarz criterion-18.03805 Hannan-Quinn criter,0.008387 Durbin-Watson stat3.8346443.6131651.737937Prob(F-statistic)0.998854

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Description: Test at 5% significance level if the errors are series uncorrelated. (a)Consider the following EViews' output:Breusch-Godfrey Serial Correlation LM Test:Null hypothesis: No serial correlation at up to 2 lagsF-statistic0.012581 Prob. F(2,8)0.037625 Pr

First we state hypothesis for the above question. Hypothesis, Ho: the errors are series correlated.…

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Test at 5% significance level if the errors are series uncorrelated.

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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