eviews检验中的White Heteroskedasticity Test:怀特检验法得到了如下图的结果,
eviews检验中的White Heteroskedasticity Test:怀特检验法得到了如下图的结果,
White Heteroskedasticity Test:\x05\x05\x05\x05
\x05\x05\x05\x05
F-statistic\x052.006239\x05 Probability\x05\x050.172236
Obs*R-squared\x0511.34509\x05 Probability\x05\x050.182902
\x05\x05\x05\x05
\x05\x05\x05\x05
Test Equation:\x05\x05\x05\x05
Dependent Variable:RESID^2\x05\x05\x05\x05
Method:Least Squares\x05\x05\x05\x05
Date:04/15/12 Time:13:05\x05\x05\x05\x05
Sample:1992 2008\x05\x05\x05\x05
Included observations:17\x05\x05\x05\x05
\x05\x05\x05\x05
Variable\x05Coefficient\x05Std.Error\x05t-Statistic\x05Prob.
\x05\x05\x05\x05
C\x05-8229434.\x0514051993\x05-0.585642\x050.5743
INCOME\x05356.3817\x05115.6892\x053.080509\x050.0151
INCOME^2\x05-0.012587\x050.004074\x05-3.089806\x050.0149
I\x0514134437\x057961755.\x051.775292\x050.1138
I^2\x05-41937014\x0539759822\x05-1.054759\x050.3223
K\x05209113.4\x05228768.3\x050.914084\x050.3874
K^2\x05-700.2938\x051025.451\x05-0.682913\x050.5139
CPI\x05-133312.9\x05201010.9\x05-0.663212\x050.5258
CPI^2\x05462.0425\x05868.4004\x050.532062\x050.6091
\x05\x05\x05\x05
R-squared\x050.667358\x05 Mean dependent var\x05\x0586081.71
Adjusted R-squared\x050.334717\x05 S.D.dependent var\x05\x05127540.4
S.E.of regression\x05104028.2\x05 Akaike info criterion\x05\x0526.24776
Sum squared resid\x058.66E+10\x05 Schwarz criterion\x05\x0526.68888
Log likelihood\x05-214.1060\x05 F-statistic\x05\x052.006239
Durbin-Watson stat\x052.869633\x05 Prob(F-statistic)\x05\x050.172236
不存在异方差