Modelo econometrico

DETECCION DE HETEROCEDASTICIDAD POR ELMETODO DE SPEARMAN

ℓt (error del tiempo) | CONSTRUCCION | RANGO ℓ | RANGO Χ₁ | d | d² |
-1.11926661 | 4.8 | 3 | 1 | 2 | 4 |
1.64605525 | 5 | 6 | 2 | 4 |16 |
3.09403804 | 5.3 | 13 | 4 | 9 | 81 |
-3.31096579 | 5.5 | 14 | 5 | 9 | 81 |
-2.29766114 | 6 | 9 | 7 | 2 | 4 |
2.46242491 | 4.5 | 10 | 3 | 7 | 49 |
-2.79459613 | 5 | 11 | 6 | 5 | 25 |-5.75161717 | 5.5 | 17 | 8 | 9 | 81 |
-1.18629531 | 5.7 | 4 | 9 | -5 | 25 |
1.56168748 | 6 | 5 | 10 | -5 | 25 |
2.05668365 | 6.2 | 8 | 12 | -4 | 16 |
4.30870086 | 5.9 | 15 | 11 | 4 | 16 |4.69136179 | 6 | 16 | 13 | 3 | 9 |
-1.91364204 | 6.2 | 7 | 14 | -7 | 49 |
1.11700168 | 6.6 | 2 | 15 | -13 | 169 |
-3.08800215 | 6.8 | 12 | 16 | -4 | 16 |
0.5253025 | 7.3 | 1 | 17 | -16 | 256 || | | | ∑ d²=922 | | | |
rs=1-6 92217 172-1 = 1-6 92217 289-1=1-60.188316993
rs= -0.129901961

tc=rsN-21-rs²= -0.129901961 17-21-(-0.129901961)=-0.50310810.99152684=-0.50740747
V.T. =GL
V.T= N-K = 17-3= 14
V.T= +2.14
Ho= No hay heterocedasticidad, si tc < V.T.
H₁= Si hay heterocedasticidad, si tc > V.T.
Por lo tanto se acepta Ho ya que -0.50740747 <2.14, así que no hay heterocedasticidad

ℓt (error del tiempo) | MINERIA | RANGO ℓ | RANGO Χ₂ | d | d² |
-1.11926661 | 1.5 | 3 | 2 | 1 | 1 |
1.64605525 | 1.5 | 6 | 2 | 4 | 16 |
3.09403804 | 1.5| 13 | 2 | 11 | 121 |
-3.31096579 | 1.6 | 14 | 5 | 9 | 81 |
-2.29766114 | 1.6 | 9 | 5 | 4 | 16 |
2.46242491 | 1.6 | 10 | 5 | 5 | 25 |
-2.79459613 | 1.7 | 11 | 7 | 4 | 16 |
-5.75161717 | 1.8| 17 | 9 | 8 | 64 |
-1.18629531 | 1.8 | 4 | 9 | -5 | 25 |
1.56168748 | 1.8 | 5 | 9 | -4 | 16 |
2.05668365 | 1.9 | 8 | 12 | -4 | 16 |
4.30870086 | 1.9 | 15 | 12 | 3 | 9 |
4.69136179 | 1.9 |16 | 12 | 4 | 16 |
-1.91364204 | 2 | 7 | 14.5 | -7.5 | 56.25 |
1.11700168 | 2 | 2 | 14.5 | -12.5 | 156.25 |
-3.08800215 | 2.1 | 12 | 16.5 | -4.5 | 20.25 |
0.5253025 | 2.1 | 1 | 16.5 | -15.5 |...