这两个结果怎么看
1。
Heteroskedasticity Test: White
F-statistic 7.026186 Prob. F(5,423) 0.0000
Obs*R-squared 32.89708 Prob. Chi-Square(5) 0.0000
Scaled explained SS 326.9191 Prob. Chi-Square(5) 0.0000
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/05/10 Time: 16:18
Sample: 1 429
Included observations: 429
Coefficient Std. Error t-Statistic Prob.
C 29.96688 50.19744 0.596980 0.5508
E 372.6368 90.59900 4.113035 0.0000
E^2 10.29532 35.70207 0.288368 0.7732
E*BV -45.82155 21.12528 -2.169038 0.0306
BV -34.76957 25.63659 -1.356248 0.1757
BV^2 6.342890 2.892040 2.193223 0.0288
R-squared 0.076683 Mean dependent var 66.95808
Adjusted R-squared 0.065769 S.D. dependent var 300.9636
S.E. of regression 290.8982 Akaike info criterion 14.19771
Sum squared resid 35795006 Schwarz criterion 14.25451
Log likelihood -3039.409 Hannan-Quinn criter. 14.22014
F-statistic 7.026186 Durbin-Watson stat 2.020296
Prob(F-statistic) 0.000003
2。
Heteroskedasticity Test: White
F-statistic 203.9759 Prob. F(5,423) 0.0000
Obs*R-squared 303.2327 Prob. Chi-Square(5) 0.0000
Scaled explained SS 5808.090 Prob. Chi-Square(5) 0.0000
Test Equation:
Dependent Variable: WGT_RESID^2
Method: Least Squares
Date: 04/05/10 Time: 16:14
Sample: 1 429
Included observations: 429
Coefficient Std. Error t-Statistic Prob.
C 7.35E-05 0.000145 0.505360 0.6136
WGT 0.014556 0.000543 26.78938 0.0000
WGT^2 7.51E-06 1.31E-05 0.574926 0.5656
E^2*WGT^2 0.019010 0.001414 13.44322 0.0000
E*BV*WGT^2 -0.003211 0.000234 -13.75015 0.0000
BV^2*WGT^2 -4.64E-05 9.10E-06 -5.099548 0.0000
R-squared 0.706836 Mean dependent var 0.000868
Adjusted R-squared 0.703371 S.D. dependent var 0.005418
S.E. of regression 0.002951 Akaike info criterion -8.799443
Sum squared resid 0.003684 Schwarz criterion -8.742639
Log likelihood 1893.480 Hannan-Quinn criter. -8.777011
F-statistic 203.9759 Durbin-Watson stat 1.998109
Prob(F-statistic) 0.000000
谢谢各位了!