消除异方差ZYC
消除异方差
Method: Least Squares Date: 06/03/12 Time: 10:56 Sample: 1 20
Included observations: 20 Weighting series: W1
Variable C X
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood R-squared
Adjusted R-squared S.E. of regression Durbin-Watson stat
Coefficient 311.1800 0.748885
Std. Error 165.7280 0.028310 t-Statistic 1.877655 26.45324 Prob. 0.0767 0.0000 0.163786 Mean dependent var 4824.859 0.117330 S.D. dependent var 181.5679 Akaike info criterion 593404.0 Schwarz criterion -131.3578 F-statistic 193.2590 13.33578 13.43535 3.525589 0.983060 Mean dependent var 5199.515 0.982119 S.D. dependent var 217.3303 Sum squared resid 1.198110
1625.275 850184.2
消除后检验
White Heteroskedasticity Test: F-statistic
Test Equation:
Dependent Variable: STD_RESID^2 Method: Least Squares Date: 06/03/12 Time: 10:56 Sample: 1 20
Included observations: 20
C X X^2
-67139.63 25.38176 -0.001467
78728.82 22.05183 0.001408
-0.852796 1.151004 -1.042164
0.4056 0.2657 0.3119
1.111395 Probability
0.351865
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood 0.115633 Mean dependent var 29670.20 0.011590 S.D. dependent var 22109.46 Akaike info criterion 8.31E+09 Schwarz criterion -226.8288 F-statistic 22238.71 22.98288 23.13224 1.111395