FACULTAD DE CIENCIAS ECONÓMICAS Y EMPRESARIALES
42
Prueba de heterocedasticidad
Heteroskedasticity Test: White
F-statistic
0.950183 Prob. F(9,12)
0.5199
Obs*R-squared
9.154315 Prob. Chi-Square(9)
0.4232
Scaled explained SS
6.400027 Prob. Chi-Square(9)
0.6993
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/23/14 Time: 00:42
Sample: 1 22
Included observations: 22
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
2.636340
2.321939
1.135404
0.2784
LOG(EFECT_D)
-1.102477
1.073100
-1.027375
0.3245
(LOG(EFECT_D))^2
0.114547
0.136752
0.837626
0.4186
(LOG(EFECT_D))*POBS
0.030138
0.035152
0.857371
0.4080
(LOG(EFECT_D))*DESEMP
-0.018199
0.097224
-0.187181
0.8546
POBS
-0.136315
0.219461
-0.621134
0.5461
POBS^2
-6.09E-05
0.007229
-0.008430
0.9934
POBS*DESEMP
-0.000312
0.040683
-0.007663
0.9940
DESEMP
0.239199
0.727028
0.329010
0.7478
DESEMP^2
-0.051501
0.069079
-0.745547
0.4703
R-squared
0.416105
Mean dependent var
0.151872
Adjusted R-squared
-0.021816
S.D. dependent var
0.224659
S.E. of regression
0.227096
Akaike info criterion
0.176070
Sum squared resid
0.618873
Schwarz criterion
0.671998
Log likelihood
8.063235
Hannan-Quinn criter.
0.292895
F-statistic
0.950183
Durbin-Watson stat
2.241624
Prob(F-statistic)
0.519871
Matriz de correlación
C
LOG(EFECT_D)
POBS
DESEMP
C
0.486904
-0.083324
-0.017298
-0.048856
LOG(EFECT_D)
-0.083324
0.017857
0.002039
0.004628
POBS
-0.017298
0.002039
0.001327
0.002077
DESEMP
-0.048856
0.004628
0.002077
0.011088