1、OLSDependentMethod:LeastDate:06/12/15 Time:22:30Sample:122Includedobservations: tStd.Errort-Statistic - - Mean S.D.AdjustedR- AkaikeS.E.ofregression Sumsquaredresid Loglikelihood 14.73232Durbin- 2e^2XGoldfeld-QuanadtA、對變量取值排序（按遞增或遞減）YXXB、構造子樣本區(qū)間，建立回歸模型。樣本容量n=22，刪除中間1/4的觀測8個，即n1=n2=8Sample1—8，OLSDependentVariable:YMethod:LeastDate:06/12/15 Time:23:54Sample:18Includedobservations:

Std.Errort- C1.381XMeandependentAdjustedR--S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnDurbin-WatsonSample15—22，OLSDependentVariable:YMethod:LeastDate:06/12/15 Time:23:56Sample:1522Includedobservations:

tStd.Errort-StatisticC--XMean S.D.AdjustedR- AkaikeS.E.ofregression Sumsquaredresid Loglikelihood 14.78841Durbin- CF統(tǒng)計量值?；谏蟽蓚€表中殘差平方和的數據，即 Sum Sum Goldfeld-Quanadt，F在顯著性為0.05下，F0.05(6，6)=4.28，因為F=5.1158>4.28，所 原WhiteHeteroskedasticiyTest: Prob. Prob. Prob.Scaled ined TestDependentVariable:RESID^2Method:LeastSquaresDate:06/13/15 Time:00:19Sample:122Includedobservations:

tStd.Errort-StatisticC----XMean S.D.AdjustedR- AkaikeS.E.ofregression Sumsquaredresid Loglikelihood 27.20152Durbin- e2=-198945.1+944.783X–se= (0.4069) R2=n 由表結果得到：懷特統(tǒng)計 0.2611=5.7442，查X2分布表得到在n 著性水平下，自由度為2 臨界值為 =4.6052，因為 =4.6052，所 同方差的原假設3WLSDependentVariable:YMethod:LeastDate:06/13/15 Time:00:34Sample:122Includedobservations:22Weightingseries:W1Weighttype:Inversestandarddeviation(EViewsdefault

tStd.Errort-StatisticCXWeightedMean S.D.AdjustedR-squared AkaikeinfoS.E.ofregression Sumsquared Loglikelihood 13.94010Durbin- Weightedmean UnweightedMean S.D.AdjustedR- SumS.E.ofregression Durbin-Watsonstat DependentVariable:YMethod:LeastDate:06/13/15 Time:00:35Sample:122Includedobservations:22Weightingseries:W2Weighttype:Inversestandarddeviation(EViewsdefault

tStd.Errort-StatisticCXWeightedMean S.D.AdjustedR-squared AkaikeinfoS.E.ofregression Sumsquaredresid Loglikelihood 13.50202Durbin- Weightedmean UnweightedMean S.D.AdjustedR- SumS.E.ofregression Durbin-Watsonstat DependentVariable:YMethod:LeastDate:06/13/15 Time:00:35Sample:122Includedobservations:22Weightingseries:W3Weighttype:Inversestandarddeviation(EViewsdefault

tStd.Errort-StatisticCXWeighted Mean S.D.AdjustedR- AkaikeS.E.of Su