[学科前沿] Question about McLeod-Li test [推广有奖]

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lovesongyh 发表于 2010-4-27 12:59:05 |AI写论文

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When test the randomness on residuals based on the original data of Housing Price
how to explain Rejecting the McLeod-Li test (ie, exist conditional heteroscedascity) while other information of Residuals are good.( ie, randomness, normality, ... )
Thank u very much.