regression ols
Posted: Thu Mar 09, 2017 3:39 pm
please can you help me and tell me if what i did is correct?
after verification of stationarity
my regression model with white is : log(d(pib)) c log(d(ft)) log(d(fc)) d(cm) d(dp) d(vix)
i have the result
R squared 0.48
prob (f sttistic) 0.02315
normality residuals
jarque berra 0.247422
probablity 0.88
breusch godfrey serial corelation lm test
obs r squared .0.0000
prob chi square 1.0000
heteroskedasticity test bresch pegan godfrey
obs R squared 5.17
prob chi square 0.7318
please it's urgent
after verification of stationarity
my regression model with white is : log(d(pib)) c log(d(ft)) log(d(fc)) d(cm) d(dp) d(vix)
i have the result
R squared 0.48
prob (f sttistic) 0.02315
normality residuals
jarque berra 0.247422
probablity 0.88
breusch godfrey serial corelation lm test
obs r squared .0.0000
prob chi square 1.0000
heteroskedasticity test bresch pegan godfrey
obs R squared 5.17
prob chi square 0.7318
please it's urgent