我用的怀特检验法得到了如下的结果,不太懂到底有没有异方差White Heteroskedasticity Test:\x05\x05\x05\x05\x05\x05\x05\x05F-statistic\x051.804797\x05 Probability\x05\x050.116540Obs*R-squared\x058.821886\x05 Probability\x05\x050.

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我用的怀特检验法得到了如下的结果,不太懂到底有没有异方差White Heteroskedasticity Test:\x05\x05\x05\x05\x05\x05\x05\x05F-statistic\x051.804797\x05 Probability\x05\x050.116540Obs*R-squared\x058.821886\x05 Probability\x05\x050.
我用的怀特检验法得到了如下的结果,不太懂到底有没有异方差
White Heteroskedasticity Test:\x05\x05\x05\x05
\x05\x05\x05\x05
F-statistic\x051.804797\x05 Probability\x05\x050.116540
Obs*R-squared\x058.821886\x05 Probability\x05\x050.116383
\x05\x05\x05\x05
\x05\x05\x05\x05
Test Equation:\x05\x05\x05\x05
Dependent Variable:RESID^2\x05\x05\x05\x05
Method:Least Squares\x05\x05\x05\x05
Date:03/22/12 Time:16:59\x05\x05\x05\x05
Sample:2001M01 2011M12\x05\x05\x05\x05
Included observations:132\x05\x05\x05\x05
\x05\x05\x05\x05
Variable\x05Coefficient\x05Std.Error\x05t-Statistic\x05Prob.
\x05\x05\x05\x05
C\x054.06E-05\x058.75E-06\x054.642932\x050.0000
X1\x052.81E-05\x050.000759\x050.037018\x050.9705
X1^2\x05-0.020096\x050.014287\x05-1.406535\x050.1620
X1*X2\x050.013770\x050.010730\x051.283240\x050.2018
X2\x050.000148\x050.000171\x050.864169\x050.3891
X2^2\x05-0.003621\x050.002444\x05-1.481606\x050.1409
\x05\x05\x05\x05
R-squared\x050.066832\x05 Mean dependent var\x05\x053.34E-05
Adjusted R-squared\x050.029802\x05 S.D.dependent var\x05\x055.48E-05
S.E.of regression\x055.40E-05\x05 Akaike info criterion\x05\x05-16.77194
Sum squared resid\x053.67E-07\x05 Schwarz criterion\x05\x05-16.64091
Log likelihood\x051112.948\x05 F-statistic\x05\x051.804797
Durbin-Watson stat\x050.683177\x05 Prob(F-statistic)\x05\x050.116540

我用的怀特检验法得到了如下的结果,不太懂到底有没有异方差White Heteroskedasticity Test:\x05\x05\x05\x05\x05\x05\x05\x05F-statistic\x051.804797\x05 Probability\x05\x050.116540Obs*R-squared\x058.821886\x05 Probability\x05\x050.
自由度是(6-1)=5 然后自己选定一个显著性水平比如0.05 查表 如果Obs*R-squared=8.821886,如果你查表查到的卡方值大于8.821886 那就存在异方差 反之不存在

F-statistic1.804797 Probability0.116540
Obs*R-squared8.821886 Probability0.116383
不是结果中有这个么?
Probability=0.116383 说明在0.1的显著性水平下 异方差不存在。