请问由下表 得知因为P<0.01,
所以没拒绝原假设(虚无假设),所以说代表模型具跨期独立性(不具相依性,不具自我相关)?
(下方数据由EViews10软件画面撷取)
| | EViews面板数据分析(跨期独立性(相依)检验) |
| | Cross-sectional dependence test for panel data |
| | |
| | Null hypothesis: Cross-sectional independence |
| Test | Statistic | | Prob. | |
|
| Breusch-Pagan Chi-square | 9712.842 | | 0 | |
|
| Pearson LM Normal | 22.86807 | | 0 | |
|
| Pearson CD Normal | 13.29915 | | 0 | |
|
| | | | | |
|
| Asymtotic critical values* | 1% | | 0.335079 |
|
| 5% | | 0.226202 |
|
| 10% | | 0.171938 |
|
| | | |
|
| | *Frees (1995) Q distribution |
|