eviews检验中的White Heteroskedasticity Test: 怀特检验法得到了如下图的结果,求帮忙分析一下

White Heteroskedasticity Test:

F-statistic 2.006239 Probability 0.172236
Obs*R-squared 11.34509 Probability 0.182902

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/15/12 Time: 13:05
Sample: 1992 2008
Included observations: 17

Variable Coefficient Std. Error t-Statistic Prob.

C -8229434. 14051993 -0.585642 0.5743
INCOME 356.3817 115.6892 3.080509 0.0151
INCOME^2 -0.012587 0.004074 -3.089806 0.0149
I 14134437 7961755. 1.775292 0.1138
I^2 -41937014 39759822 -1.054759 0.3223
K 209113.4 228768.3 0.914084 0.3874
K^2 -700.2938 1025.451 -0.682913 0.5139
CPI -133312.9 201010.9 -0.663212 0.5258
CPI^2 462.0425 868.4004 0.532062 0.6091

R-squared 0.667358 Mean dependent var 86081.71
Adjusted R-squared 0.334717 S.D. dependent var 127540.4
S.E. of regression 104028.2 Akaike info criterion 26.24776
Sum squared resid 8.66E+10 Schwarz criterion 26.68888
Log likelihood -214.1060 F-statistic 2.006239
Durbin-Watson stat 2.869633 Prob(F-statistic) 0.172236

第1个回答  2012-04-15
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