«Разработка модели оценки вероятности банкротства компании»




страница26/26
Дата05.05.2016
Размер1.16 Mb.
1   ...   18   19   20   21   22   23   24   25   26

Приложение 19


Glejser -test на наличие гетероскедастичности в разработанной модели

Heteroskedasticity Test: Glejser


































F-statistic

2.568963

    Prob. F(4,11)

0.0971

Obs*R-squared

7.727711

    Prob. Chi-Square(4)

0.1021

Scaled explained SS

5.976632

    Prob. Chi-Square(4)

0.2009














































Test Equation:










Dependent Variable: ARESID







Method: Least Squares







Date: 04/29/13 Time: 01:18







Sample: 1 16










Included observations: 16





































Variable

Coefficient

Std. Error

t-Statistic

Prob.  































C

0.445870

0.093374

4.775120

0.0006

R1

-0.336977

0.153015

-2.202251

0.0499

R2

-0.366368

0.210578

-1.739825

0.1098

R4

-0.051941

0.048867

-1.062909

0.3106

ROA

0.019698

0.038652

0.509628

0.6204































R-squared

0.482982

    Mean dependent var

0.204564

Adjusted R-squared

0.294975

    S.D. dependent var

0.175678

S.E. of regression

0.147509

    Akaike info criterion

-0.739542

Sum squared resid

0.239349

    Schwarz criterion

-0.498108

Log likelihood

10.91634

    Hannan-Quinn criter.

-0.727179

F-statistic

2.568963

    Durbin-Watson stat

2.142605

Prob(F-statistic)

0.097126









































Приложение 20


White -test на наличие гетероскедастичности в разработанной модели

Heteroskedasticity Test: White


































F-statistic

4.077456

    Prob. F(14,1)

0.3719

Obs*R-squared

15.72454

    Prob. Chi-Square(14)

0.3305

Scaled explained SS

6.221324

    Prob. Chi-Square(14)

0.9606














































Test Equation:










Dependent Variable: RESID^2







Method: Least Squares







Date: 04/29/13 Time: 01:18







Sample: 1 16










Included observations: 16





































Variable

Coefficient

Std. Error

t-Statistic

Prob.  































C

0.832535

0.302973

2.747886

0.2222

R1

-1.856838

1.020533

-1.819478

0.3199

R1^2

1.102354

0.723167

1.524341

0.3696

R1*R2

5.649803

7.939616

0.711596

0.6063

R1*R4

10.27868

18.10906

0.567599

0.6713

R1*ROA

-48.03411

62.83487

-0.764450

0.5845

R2

0.475311

1.836268

0.258846

0.8388

R2^2

-19.17781

12.01298

-1.596424

0.3563

R2*R4

3.911891

4.673066

0.837114

0.5563

R2*ROA

85.64494

67.02434

1.277818

0.4227

R4

-10.28771

11.76190

-0.874664

0.5425

R4^2

32.48738

45.59468

0.712526

0.6059

R4*ROA

-98.95117

147.2038

-0.672206

0.6232

ROA

9.529474

22.70617

0.419687

0.7470

ROA^2

14.58299

23.53239

0.619699

0.6468































R-squared

0.982784

    Mean dependent var

0.070780

Adjusted R-squared

0.741755

    S.D. dependent var

0.094585

S.E. of regression

0.048066

    Akaike info criterion

-4.130074

Sum squared resid

0.002310

    Schwarz criterion

-3.405772

Log likelihood

48.04059

    Hannan-Quinn criter.

-4.092984

F-statistic

4.077456

    Durbin-Watson stat

1.752084

Prob(F-statistic)

0.371879







































1   ...   18   19   20   21   22   23   24   25   26


База данных защищена авторским правом ©ekonoom.ru 2016
обратиться к администрации

    Главная страница