Heteroskedasticity Test: White

F-statistic

1.507544

Prob. F(19,31)

0.1510

Obs*R-squared

24.49243

Prob. Chi-Square(19)

0.1779

Scaled explained SS

64.97619

Prob. Chi-Square(19)

0.0000

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 05/09/17 Time: 11: 33

Sample: 1 51

Included observations: 51

Collinear test regressors dropped from specification

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

−2.53E+09

3.16E+09

−0.799601

0.4300

L^2

−1.37E+09

9.59E+08

−1.425390

0.1640

L*UR

25464987

87862206

0.289829

0.7739

L*I

20918.57

15886.21

1.316776

0.1976

L*UI

6424895

4202038

1.528995

0.1364

L*E

−1.22E+08

92463092

−1.315843

0.1979

UR^2

−3317806.

25165675

−0.131839

0.8960

UR*I

−7.099899

5607.013

−0.001266

0.9990

UR*UI

−4358946.

2038714.

−2.138086

0.0405

UR*E

18400010

23933054

0.768812

0.4478

UR

81993551

4.53E+08

0.180912

0.8576

I^2

−0.866905

0.814500

−1.064339

0.2954

I*UI

−459.6295

207.6165

−2.213840

0.0343

I*E

5034.340

3584.864

1.404332

0.1702

I

88319.76

90033.50

0.980965

0.3342

UI^2

25559.70

15663.94

1.631754

0.1129

UI*E

−1851973

1247410

−1.484655

0.1477

UI

52117631

19153717

2.721019

0.0106

E^2

−432060.9

14970370

−0.028861

0.9772

E

−3.18E+08

3.00E+08

−1.057752

0.2983

R-squared

0.480244

Mean dependent var

96,223,601

Adjusted R-squared

0.161683

S.D. dependent var

2.54E+08

S.E. of regression

2.32E+08

Akaike info criterion

41.65130

Sum squared resid

1.67E+18

Schwarz criterion

42.40888

Log likelihood

−1042.108

Hannan-Quinn criter.

41.94079

F-statistic

1.507544

Durbin-Watson stat

1.289353

Prob (F-statistic)

0.150993