Durbin Watson Eviews 6 Serial Number

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specialized.forecasting.tools.for.single.equation.estimators.feature.in-.or.out-of-sample.dynamic.forecasting.and.in-sample.forecast.evaluationIn...calculating...the...probability...values...for...the...Q-statistics,...the...degrees...of...freedom...are...adjusted...to...account...for...estimated...ARMA...termsWe...begin...by...regressing...money...supply...M1...on...a...constant,...contemporaneous...industrial...production...IP...and...three...lags...of...IP...using...the...equation...specificationThe..small..sample..distribution..of..this..ratio..was..derived..by..John..von..Neumann..(von..Neumann,..1941)(2010).Using.Econometrics:.A.Practical.Guide,.6th.Edition,.with.EViews.6.Student.Version.softwarewhere..T..is..the..number..of..observationsPerforming..a..test..for..Heteroskedasticity..in..EViewsThe.LM.statistic.is.then.the.explained.sum.of.squares.from.the.auxiliary.regression.divided.by.,.the.derivative.of.the.log.gamma.function.evaluated.at.0.5(2007)This...view...displays...the...autocorrelations...and...partial...autocorrelations...of...the...equation...residuals...up...to...the...specified...number...of...lags

 

(1982),...page...537]The..auxiliary..regression..that..Glejser..proposes..regresses..the..absolute..value..of..the..residuals..from..the..original..equation..upon..Carter,...William...E38.(12):.159179The...no...cross...terms...specification...runs...the...test...regression...using...only...squares...of...the...regressors

 

The..usual..approach..to..handling..this..problem..is..to..place..bounds..on..the..critical..region,..creating..a..region..where..the..test..results..are..inconclusiveIf...you...elect...to...do...so,...EViews...will...display...a...dialog...prompting...you...to...add...additional...regressors49..(4):..533549To.test.the.null.hypothesis.that.there.is.no.ARCH.up.to.order.in.the.residuals,.we.run.the.regression:(24.22)ISBN978-0-07-337577-9

 

"Serial...Correlation...and...the...Fixed...Effects...Model"As...with...the...previous...tests,...this...statistic...is...distributed...from...a...chi-squared...distribution...with...degrees...of...freedom...equal...to...the...number...of...variables...in...EViews...6...Student...Version..."an...inexpensive...version...of...EViews...6...targeted...for...instructional...use...in...the...areas...of...econometric...analysis,...forecasting,...and...statistics"...>>...Download...the...EViews...6...Student...Version...PDF...brochure...EViews...6...Student...Version...EViews...6...Student...Version...is...an...inexpensive...version...of...EViews...6...that...is...targeted...for...instructional...use...in...the...areas...of...econometric...analysis,...forecasting,...and...statisticsMcGraw-Hill...Higher...Education...Publishing...(553...pages...-...Book...ISBN:...0-072-97092-8,...EViews...ISBN:...0-073-13851-7,...Schmidt,...Stephen...J"Distribution..of..the..ratio..of..the..mean..square..successive..difference..to..the..variance"As.a.rule.of.thumb,.with.50.or.more.observations.and.only.a.few.independent.variables,.a.DW.statistic.below.about.1.5.is.a.strong.indication.of.positive.first.order.serial.correlation 5593a673d3

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