Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 8.030204 Prob. F(3,6) 0.016C Obs*R-squared 8.006023 Prob. Chi-Square(3) 0.0459 Scaled explained SS 2.524715 Prob. Chi-Square(3) 0.4708 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 01/12/22 Time: 09:16 Sample: 2010 2019 Included observations: 10 Variable Coefficient Std. Error t-Statistic Prob. 6.720848 1.623476 4.139788 0.0061 FDI^2 -0.009300 0.016898 -0.550395 0.6015 INFL^2 -0.005698 0.019348 -0.294479 0.7783 LFF^2 -0.004476 0.001080 -4.146042 0.0060 R-squared 0.800602 Mean dependent var 0.338019 Adjusted R-squared 0.700903 S.D. dependent var 0.471608 S.E. of regression 0.257921 Akaike info criterion 0.41685C Sum squared resid 0.399141 Schwarz criterion 0.537884 Log likelihood 1.915749 Hannan-Quinn criter. 0.284076 F-statistic 8.030204 Durbin-Watson stat 1.83070C Prob(F-statistic) 0.015989
Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 8.030204 Prob. F(3,6) 0.016C Obs*R-squared 8.006023 Prob. Chi-Square(3) 0.0459 Scaled explained SS 2.524715 Prob. Chi-Square(3) 0.4708 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 01/12/22 Time: 09:16 Sample: 2010 2019 Included observations: 10 Variable Coefficient Std. Error t-Statistic Prob. 6.720848 1.623476 4.139788 0.0061 FDI^2 -0.009300 0.016898 -0.550395 0.6015 INFL^2 -0.005698 0.019348 -0.294479 0.7783 LFF^2 -0.004476 0.001080 -4.146042 0.0060 R-squared 0.800602 Mean dependent var 0.338019 Adjusted R-squared 0.700903 S.D. dependent var 0.471608 S.E. of regression 0.257921 Akaike info criterion 0.41685C Sum squared resid 0.399141 Schwarz criterion 0.537884 Log likelihood 1.915749 Hannan-Quinn criter. 0.284076 F-statistic 8.030204 Durbin-Watson stat 1.83070C Prob(F-statistic) 0.015989
Managerial Economics: Applications, Strategies and Tactics (MindTap Course List)
14th Edition
ISBN:9781305506381
Author:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Publisher:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Chapter4A: Problems In Applying The Linear Regression Model
Section: Chapter Questions
Problem 5E
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