some question about white test in eviews 7.1
Posted: Sun Dec 30, 2012 11:31 pm
hi
this is the result of my white test
prob, F = 0.0188
is it good or not?
thank you
Code: Select all
Heteroskedasticity Test: White
F-statistic 3.455415 Prob. F(3,118) 0.0188
Obs*R-squared 9.852138 Prob. Chi-Square(3) 0.0199
Scaled explained SS 19.71634 Prob. Chi-Square(3) 0.0002
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/29/12 Time: 11:49
Sample: 1 122
Included observations: 122
prob, F = 0.0188
is it good or not?
thank you