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