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

Included observations: 30

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