Open AccessMENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2
Author(s) -
Made Adi Gunawan,
Luh Putu Ida Harini,
Made Widhi Asih
Publication year - 2014
Publication title -
e-jurnal matematika
Language(s) - English
Resource type - Journals
ISSN - 2303-1751
DOI - 10.24843/mtk.2014.v03.i01.p063
Subject(s) - heteroscedasticity , econometrics , variance (accounting) , linear regression , mathematics , statistics , regression analysis , variables , economics , accounting
The volatilities of time series data often experience heteroscedastic problems. Heteroscedasticity is a nuisance variable in the regression equation having a variance that is not constant. Therefore, methods to analyze the problem of heteroscedasticity are needed. This study aims to demonstrate how to eliminate the problem of heteroscedasticity. The method used is, GoldFeld-Quandt. As for eliminating the problem of heteroscedasticity by assuming the variance of interference variables proportional to E(Yi)2