Table11.2: Rank Correlation Test of Heteroscedasticity

In bhattmaulik/Gujarati5sie: Gujarati 5 Special Indian Edition

Rank Correlation Test of Heteroscedasticity

Description

Rank Correlation Test of Heteroscedasticity

Usage

data("Table11.2")

Format

A data frame with 11 observations on the following 9 variables.

‘⁠Name of Mutual Fund⁠’

Name of mutual fund

Avg_Annual_Return

Average annual return in %

St_Dev_of_Annual_Return

Standard deviation of average annual return, in %

Expected_Value_of_Annual_Return

Expected value of Avg_Annual_Return found using regression equation: Expected_Value = 5.8194 + 0.4590*St_Dev

Residuals

Residuals, which is mod of Expected_Value - Avg_Annual_Return

Rank_of_Residuals

Rank of residuals from lowest to highest

Rank_of_St_Dev

Rank of St_Dev from lowest to highest

Diff_between_Ranks

Rank of residuals - rank of St_Dev

Square_of_Diff

Square of Diff_between_Ranks

Examples

data(Table11.2)
## maybe str(Table11.2) ; plot(Table11.2) ...

bhattmaulik/Gujarati5sie documentation built on Nov. 12, 2023, 9:18 a.m.