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if the prob > 0.05 do i then do the whites procedure to correct the standard errors?

Also if the prob value is > 0.05 does that mean there is heteroscadasticity?

Kind Regards

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thank you.

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Hi, When making a model better can I use both dummy and trend in one model? - as this would then correct for structural break within my data also the trend will allow my model to then have the correct functional form. I have already created separate models one including a dummy and the other a trend...

Oh thats true. thanks! Also when use the dummy variable for lets say 1988 in my data for the dummy variable 1988 = 1 and all the rest of the dates are = to 0 but then if i in my data for the dummy variable 1988= 0 and the rest of the dates = 1 the coefficients are different from when 1988 = 1 which ...

Thanks but when i do this, the coefficients change. aren't they meant to stay them same?

Kind regards
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How do I create a dummy variable to correct for structural break within my data?
for example by looking at the resid graph shows a structural break in 1988 in my data

Data i have got given
c - constand
m
resid
r
y

kind regards
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How do I create lags in eviews to correct for autocorrelation?
This is the data I have :
C - constant
M - money
R - interest rate
RESID
Y - income

kind regards
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