How to use Eviews to detect the existence of heteroskedasticity - EViews tutorial

Time: 2020-09-16Source: Huajun Software TutorialAuthor: Ai Xiaomo

Isn't it possible to detect the presence of heteroskedasticity using Eviews? Today, the editor is here to share with you the detailed steps of using Eviews to detect the existence of heteroscedasticity. Friends in need can learn together.

Copy cross-section data on a spreadsheet

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Paste it in the blank space of the Eviews workspace and click Finish

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As shown in the figure, enter the univariate model and click Finish

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Select Heteroskedasticity Test in the toolbar table

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Select the Breusch–Pagan test. This test mainly tests the existence of heteroscedasticity. Click OK.

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The Breusch–Pagan test statistics appear in the model window, which is used to test the existence of heteroscedasticity. The test statistics on the left are suitable for hand calculation, and the p-value on the right is less than 5% (95% confidence interval is selected), which proves The existence of heteroskedasticity

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Friends who don’t know how to use Eviews to detect the existence of heteroskedasticity, don’t miss this article brought by the editor.

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