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- Fri Aug 13, 2010 12:27 am
- Forum: Econometric Discussions
- Topic: Serial Correlation and Heteroskedasticity
- Replies: 0
- Views: 1818
Serial Correlation and Heteroskedasticity
Hi everyone, I use Eviews 7 and I have a problem when modeling my series. My LM test generates Obs*R-squared greater than critical value(x2) i.e. 10.109 when the critical value is 3.841. The same problem I face with heteroskedasticity measurements which is about200! This means that my series have se...