White Heteroskedasticity Test:
F-statistic 1.437649 Probability 0.268721
Obs*R-squared 8.006039 Probability 0.237661
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/30/13 Time: 08:50
Sample: 1991 2011
Included observations: 21
Variable Coefficient Std. Error t-Statistic Prob.
C 2.613835 2.386338 1.095333 0.2919
LOG(X1) 0.013926 0.018798 -0.740806 0.4711
(LOG(X1))^2 0.000947 0.001124 0.842656 0.4136
LOG(X2) 1.084317 0.998532 -1.085911 0.2959
(LOG(X2))^2 0.114670 0.106250 1.079249 0.2987
LOG(X3) 0.002549 0.002145 1.188403 0.2544
(LOG(X3))^2 -0.001932 0.001434 -1.347427 0.1992
R-squared 0.381240 Mean dependent var 0.002151
Adjusted R-squared 0.116057 S.D. dependent var 0.001867
S.E. of regression 0.001756 Akaike info criterion -9.590662
Sum squared resid 4.32E-05 Schwarz criterion -9.242488
Log likelihood 107.7019 F-statistic 1.437649
Durbin-Watson stat 2.344363 Prob(F-statistic) 0.268721
是三元回归方程.
误差方差未知.
SE = (662.6813) (0.040954) (258.0097)
T = (4.302612) (4.302612) (-4.041813)
=0.973498 0.970554
F = 330.6010 DW=2.270486
用WLS修正的话,
应该确定什么样缩减因子(权数?) ?
具体用Eviews是怎样的步骤呢?
求大神回复, 看了好多例子都没总结出来...