Table11_2: Table 11_2
In brunoruas2/gujarati: Data Sets from "Basic Econometrics, 5ed" by Damodar N. Gujarati and Dawn Porter
Description
Rank Correlation Test of Heteroscedasticity
Usage
1
data('Table11_2')
Format
-
Name: Nome of Mutual Fund
-
Ei: Average Annual Return
-
Sigma: Standart Deviation of Annual Return
-
E_hat_i: Obtained from the regression: Êi = 5.8194 + 0.4590 σi.
-
u_hat_i: Absolute value of the residuals
-
Rank_u_hat: The ranking is in ascending order of values
-
Rank_sigma: The ranking is in ascending order of values
-
d: Difference between Two Rankings
-
d2: d^2
brunoruas2/gujarati documentation built on April 8, 2021, 11:20 p.m.
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Description
Rank Correlation Test of Heteroscedasticity
Usage
1 | data('Table11_2')
|
Format
-
Name: Nome of Mutual Fund
-
Ei: Average Annual Return
-
Sigma: Standart Deviation of Annual Return
-
E_hat_i: Obtained from the regression: Êi = 5.8194 + 0.4590 σi.
-
u_hat_i: Absolute value of the residuals
-
Rank_u_hat: The ranking is in ascending order of values
-
Rank_sigma: The ranking is in ascending order of values
-
d: Difference between Two Rankings
-
d2: d^2
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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