Langkah 11 : Menuju ke menu View => Residual Diagnostics => Heteroskedasticity Test. We now proceed with a simulated demonstration of how heteroskedasticity influences the uncertainty surrounding parameter estimates and test statistics for a given regression model. When heteroscedasticity is present in a regression analysis, the results of the analysis become hard to trust. The Breusch–Pagen test unfolds in several steps: 1. EViews Help: Residual Diagnostics User’s Guide : Basic Single Equation Analysis : I typed in hettest to do the test, and got these results: Breusch-Pagan / Cook-Weisberg test for heteroskedasticity. errors (see “Heteroskedasticity Consistent Covariances”) or you should model the heteroskedasticity to obtain more efficient estimates using weighted least squares. Se observa que el informe “Heteroskedasticity Test White” Testing for serial correlation in Koyck distributed lag models (UE 12.
#Econometrics with eviews 6 how to
How to perform the Wald test in EViews Non-normality and heteroskedasticity of the disturbances. Shapiro-Wilk test can be performed in SPSS and Stata.
#Econometrics with eviews 6 serial number
com Please include your serial number with all email correspondence. It is sensitive to departures from normality.
To test whether there any remaining ARCH effects in the residuals, select View/Residual Diagnostics/ARCH LM Test and specify the order to test. Illustration of tests for heteroskedasticity in EVIEWS.
How to detect heteroscedasticity in eviews References: Poirier (1980) Thomas (1993). How to test for heteroskedasticity eviews 2015 APLICACIÓN EN EVIEWS Y STATA Eviews y agregó su experiencia en STATA.
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