Video: Koj ua li cas breusch Pagan xeem hauv Excel?
2024 Tus sau: Stanley Ellington | [email protected]. Kawg hloov kho: 2023-12-16 00:17
Qhib XLSTAT ntawv qhia zaub mov thiab nyem rau ntawm Sijhawm / Kev sim rau heteroscedasticity . Xaiv cov seem (qab zib) kem nyob rau hauv lub thawv Residuals, thiab cov hnub nyoog kem nyob rau hauv lub piav qhia txawv txawv lub thawv. Kuaj Dawb xeem checkbox thiab tso tawm qhov kev tshuaj ntsuam los ntawm txhaj rau lub pob OK.
Ib yam li ntawd, koj tuaj yeem nug, breusch Godfrey test qhia koj li cas txog koj tus qauv?
Keeb kwm. Cov Breusch – Godfrey Kev sib raug zoo ntawm LM test yog ib xeem rau autocorrelation nyob rau hauv qhov yuam kev nyob rau hauv ib tug regression qauv . Nws ua rau siv cov residuals los ntawm cov qauv raug txiav txim siab nyob rau hauv kev tsom xam regression, thiab a xeem txheeb cais yog tau los ntawm cov no.
Ib yam li ntawd, qhov kev xeem breusch Pagan ua li cas? Breusch Pagan Test Nws yog siv los xeem rau heteroskedasticity nyob rau hauv ib tug linear regression qauv thiab xav tias cov lus yuam kev yog ib txwm faib. Nws kuaj seb qhov sib txawv ntawm qhov yuam kev los ntawm kev thim rov qab yog nyob ntawm qhov tseem ceeb ntawm cov kev hloov pauv ywj pheej.
Ib yam li ntawd, breusch Pagan Godfrey test yog dab tsi?
Cov Breusch - Pagan - Godfrey Test (qee zaum luv rau lub Breusch - Pagan xeem ) yog a xeem rau heteroscedasticity ntawm yuam kev nyob rau hauv regression.
Koj nyeem Durbin Watson xeem li cas?
Cov Durbin - Watson statistic yuav ib txwm muaj tus nqi ntawm 0 thiab 4. Tus nqi ntawm 2.0 txhais tau tias tsis muaj autocorrelation kuaj pom hauv cov qauv. Tus nqi ntawm 0 mus rau tsawg dua 2 qhia qhov zoo autocorrelation thiab qhov tseem ceeb ntawm 2 mus rau 4 qhia qhov tsis zoo autocorrelation.
Pom zoo:
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