24- Refer to the following output, what does it refer to?* Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.200071 0.415180 Prob. F(2,122) Prob. Chi-Square(2) 0.8189 Obs R-squared 0.8125 a. This a hetero scedasticity test indicating that there is heteroscedasticity b. This a hetero scedasticity test indicating that there is no heteroscedasticity O C. This an autocorrelation test indicating that thereis autocorrelation O d. This an autocorrelation test indicating that there is no autocorrelation

Managerial Economics: Applications, Strategies and Tactics (MindTap Course List)
14th Edition
ISBN:9781305506381
Author:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Publisher:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Chapter4A: Problems In Applying The Linear Regression Model
Section: Chapter Questions
Problem 5E
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24- Refer to the following output, what does it refer to?*
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Prob. F(2.122)
Obs R-squared
0.200071
0.415180 Prob. Chi-Square(2)
0.8189
0.8125
O a. This a heteroscedasticity test indicating that there is heteroscedastieity
O b. This a heteroscedasticity test indicating that there is no heteroseedasticity
O c. This an autocorrelation test indicating that thereis autocorrelation
O d. This an autocorrel ation test indicating that there is no autocorrelation
25- Refertc the fallowing cutpue what does the coefficient andp-value of
Transcribed Image Text:24- Refer to the following output, what does it refer to?* Breusch-Godfrey Serial Correlation LM Test: F-statistic Prob. F(2.122) Obs R-squared 0.200071 0.415180 Prob. Chi-Square(2) 0.8189 0.8125 O a. This a heteroscedasticity test indicating that there is heteroscedastieity O b. This a heteroscedasticity test indicating that there is no heteroseedasticity O c. This an autocorrelation test indicating that thereis autocorrelation O d. This an autocorrel ation test indicating that there is no autocorrelation 25- Refertc the fallowing cutpue what does the coefficient andp-value of
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