第五章 异方差性 思考题

red Test Equation:

Dependent Variable: RESID^2 Method: Least Squares

Date: 05/15/03 Time: 23:15 Sample(adjusted): 2 12

Included observations: 11 after adjusting endpoints Variable CoefficieStd. t-Statistnt Error ic C 328.1191 176.351.860514 94

RESID^2(-1-0.215966 0.3266-0.661219

) 18 R-squared 0.046328 Mean dependent var

Adjusted -0.059635 S.D. dependent R-squared var S.E. of 505.1474 Akaike info regression criterion Sum squared 2296565. Schwarz resid criterion Log -82.97799 F-statistic likelihood Durbin-Wat2.003877 Prob(F-statisson stat tic) White Heteroskedasticity Test: F-statisti0.176763 Probability c

Obs*R-squa1.100893 Probability red Test Equation:

Dependent Variable: RESID^2 Method: Least Squares

Date: 05/15/03 Time: 23:16 Sample: 1 12

Included observations: 12 Variable CoefficieStd. t-Statistnt Error ic C 79.93661 577.010.138535 46

07 Prob. 0.0957 0.5250 269.3300 490.72

70 15.450

54 15.522

89 0.4372

11 0.5250

36 0.943338 0.8941

31 Prob. 0.8937 X5 X5^2 X2 X2^2 R-squared 0.185318 -3.15E-05 0.261877 -0.000134 0.091741 Adjusted -0.427264 R-squared S.E. of 564.9356 regression Sum squared 2234066. resid Log -89.83382 likelihood Durbin-Wat2.239916 son stat 可以知道方程中不存在异方差。 （3）修正异方差

0.57080.324611

92 9.40E--0.335065

05 0.94470.277193

46 0.0003-0.373366

58 Mean dependent var

S.D. dependent var

Akaike info criterion

Schwarz criterion

F-statistic Prob(F-statistic) 0.7550 0.7474 0.7896 0.7199 249.5598 472.87

55 15.805

64 16.007

68 0.1767

63 0.9433

38