Heteroskedasticity Test: Breusch-Pagan-Godfrey | ||||
F-statistic | 2.054522 | Prob. F (3.26) | 0.1308 | |
Obs*R-squared | 5.748958 | Prob. Chi-Square (3) | 0.1245 | |
Scaled explained SS | 5.618181 | Prob. Chi-Square (3) | 0.1317 | |
Sample: 1985 2015 |
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Included observations: 30 |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | −0.885524 | 0.611163 | −1.448916 | 0.1593 |
LOG (ASI) | −0.068391 | 0.030610 | −2.234313 | 0.0343 |
LOG (MC) | 0.043400 | 0.021484 | 2.020162 | 0.0538 |
LOG (TNL) | 0.224843 | 0.122335 | 1.837927 | 0.0775 |
R-squared | 0.191632 | Mean dependent var | 0.041521 | |
Adjusted R-squared | 0.098359 | S.D. dependent var | 0.068124 | |
S.E. of regression | 0.064687 | Akaike info criterion | −2.514956 | |
Sum squared resid | 0.108794 | Schwarz criterion | −2.328130 | |
Log likelihood | 41.72434 | Hannan-Quinn criter. | −2.455189 | |
F-statistic | 2.054522 | Durbin-Watson stat | 2.205782 | |
Prob (F-statistic) | 0.130840 |
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