Breusch-Godfrey test for autocorrelation up to order 2 OLS, using observations 1976:1-1990:4 (T-60) Dependent variable: ubat const LY Lecice uhat 1 uhat 2 coefficient 0.167345 -0.183859 std. error t-ratio p-value 0.492513 0.3398 0.7353 0.451148 -0.4075 0.6852 0.7575 0.0576968 0.321615 0.172249 Unadjusted R-squared 0.164586 0.185947 0.134351 0.135293 0.3103 2.394 1.273 8.9201 0.2083 Which of the following is the interpretation of the test? (Hint: Find the critical value of the test from the related table) a. (n-p)R²> x²(2) the null hypothesis of no autocorrelation is rejected b. nR²
Breusch-Godfrey test for autocorrelation up to order 2 OLS, using observations 1976:1-1990:4 (T-60) Dependent variable: ubat const LY Lecice uhat 1 uhat 2 coefficient 0.167345 -0.183859 std. error t-ratio p-value 0.492513 0.3398 0.7353 0.451148 -0.4075 0.6852 0.7575 0.0576968 0.321615 0.172249 Unadjusted R-squared 0.164586 0.185947 0.134351 0.135293 0.3103 2.394 1.273 8.9201 0.2083 Which of the following is the interpretation of the test? (Hint: Find the critical value of the test from the related table) a. (n-p)R²> x²(2) the null hypothesis of no autocorrelation is rejected b. nR²
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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