. C8.11.187330.0.4469X0.0.13.704730.0000 图11DependentVariable:YMethod:LeastSquaresDate:12/27/09Time:17:44Sample:128Includedobservations:28Weightingseries:W2VariableCoefficientStd.Errort-StatisticProb. C4.3.1.0.2803X0.0.30.963150.0000 图12DependentVariable:YMethod:LeastSquaresDate:12/27/09Time:17:56Sample:128Includedobservations:28Weightingseries:W3VariableCoefficientStd.Errort-StatisticProb. C5.1.3.0.0047X0.0.54.162070.0000 图133.对所估计的模型再进行White检验,观察异方差的调整情况对所估计的模型再进行White检验,其结果分别对应图11、12、13的回归模型(如图14、15、16所示)。图14、16所对应的White检验显示,P值较大,所以接收不存在异方差的原假设,即认为已经消除了回归模型的异方差性。图15对应的White检验没有显示F值和的值,这表示异方差性已经得到很好的解决。HeteroskedasticityTest:WhiteF-statistic0. Prob.F(2,25)0.5038Obs*R-squared1. Prob.Chi-Square(2)0.4600ScaledexplainedSS1. Prob.Chi-Square(2)0.4798 图14HeteroskedasticityTest:White