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Given the following output, work out the ARCH(3) test statistic ARCH(3) reg reshat2 1(1/3).reshat2 Source SS df MS = = =
Posted: Mon May 02, 2022 6:45 am
by answerhappygod
- Given The Following Output Work Out The Arch 3 Test Statistic Arch 3 Reg Reshat2 1 1 3 Reshat2 Source Ss Df Ms 1 (101.27 KiB) Viewed 38 times
Given the following output, work out the ARCH(3) test statistic ARCH(3) reg reshat2 1(1/3).reshat2 Source SS df MS = = = Model 1 Residual .000130043 .000665205 3 5,511 .000043348 1.2070e-07 Number of obs F(3, 5511) Prob > F R-squared Adj R-squared Root MSE 5,525 359.-2 0.0000 0.1630 0.1630 .00035 Total 1 .000795248 5,514 1.4422e-07 reshat2 Coef. Std. Err. t P>|t [95% Conf. Interva.] reshat21 11. L2. .1191262 .2134861 .2286348 .0131127 .0128871 .0131068 9.08 16.57 17.44 0.000 0.000 0.000 .0934202 .1882223 .2029404 .1448323 .2387498 .2543292 L3. cons .0000601 5.25e-06 11.45 0.000 .0000498 .0000704 a) 898.9 b) 898.7 C) 898.5 d) 898.3