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White's test for heteroskedasticity

OLS, using 30 observations


Dependent variable: uhat^2

coefficient std. error t-ratio p-value


--------------------------------------------------------------
const 728649 449127 1.622 0.1255
X1EPS 5247.24 8427.89 0.6226 0.5429
X2PER 16285.1 46236.4 0.3522 0.7296
X3BVPS 1385.44 1041.42 1.330 0.2033
X4PVB −836615 596760 −1.402 0.1813
sq_X1EPS 24.4247 21.6926 1.126 0.2779
X2_X3 −1397.08 915.081 −1.527 0.1476
X2_X4 4.49862 3.43855 1.308 0.2105
X2_X5 −6857.01 6987.35 −0.9813 0.3420
sq_X2PER 8.38136 16.2275 0.5165 0.6130
X3_X4 −13.1953 16.7688 −0.7869 0.4436
X3_X5 7266.96 13303.3 0.5463 0.5929
sq_X3BVPS −0.230537 0.326600 −0.7059 0.4911
X4_X5 961.123 861.040 1.116 0.2819
sq_X4PVB 312390 259514 1.204 0.2473

Unadjusted R-squared = 0.607977

Test statistic: TR^2 = 18.239314,


with p-value = P(Chi-square(14) > 18.239314) = 0.196098

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