Nhp tn bin resid v th phn d

Ph lc

PHNG SAI THAY I

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V th phn d Chn dng th

Chy li hm hi quy cp nht phn d trong bin Resid

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Phng trnh hi quy th v xong

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Vo Quick\Graph Bng kim nh White

M kt qu hi quy

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Vo View\Residual Tests\ Heteroskedasticity Tests c kt qu kim nh Breusch-Pagan-Godfrey

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Chn White Kim nh bng Harvey

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c kt qu kim nh c kt qu kim nh Harvey

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Kim nh bng Breusch-Pagan-Godfrey test Kim nh bng Glejser

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c kt qu kim nh Glejser

To bin abs_resid=abs(resid) (ly tr tuyt i ca phn d)

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hi quy abs_resid ging dng hm ph ca White theo cc

bin c lp nh lng trong m hnh
abs_ resid = 1 + 2 X 2i + 3 X 3i + 4 X 22i + 5 X 32i +Ui

Khc phc phng sai thay

i bng EVIEWS

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Tin hnh forecast trn hm hi quy ny v t tn kt qu

Khc phc phng sai thay i bng EVIEWS hi quy l abs_residf

Xt m hnh b phung sai thay i

Yi = 1 + 2 X 2i + 3 X 3i + U i

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hi quy v thu c phn d trong bin resid
Hi quy c trng s vi trng s l 1/abs_residf

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Ra kt qu hi quy v kim tra bnh HET

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