ANEXOS
103
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
Ho: Constant variance
Variables: fitted values of PTrS
chi2(1)
= 0.57
Prob > chi2 =
0.4511
White’s test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(2)
= 1.20
Prob > chi2 = 0.5485
Cameron &Trivedi’s decomposition of IM-test
Source
|
Chi2
df
p
----------------------------- + -----------------------------------------------------------
Heteroskedasticity
|
1.20
2
0.5485
Skewness
|
4.33
1
0.0374
Kurtosis
+ 3.93
1
0.0474
-------------------------------------------------------------------------------------------------
Total
|
9.47
4
0.0504
-------------------------------------------------------------------------------------------------
0 10000 20000 30000 40000 50000
0
20000
40000
60000
PTrS
ATrS
Fitted values
PRODUCCIÓN TRIGO SUPERFICIAL
