The main difficulty related to the PII scale is the fact that its score does not represent the homoscedasticity
Efficient tests for normality, homoscedasticity
and serial independence of regression residuals.
Further, the author tested for homoscedasticity
of the regression outcomes by employing White's test.
Prior to obtaining regression equations, residuals were first examined for each regression analysis with regard to normality and homoscedasticity
As expected, our data met the assumptions for linear regression such as linearity, homoscedasticity
, and an absence of outliers.
F Statistic shows that regression itself is very credible and according to White Heteroscedasticity test there is Homoscedasticity
between disturbing elements.
2006) analyse how outliers affect the identification of conditional heteroscedasticity and estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models and show that the properties of some conditional homoscedasticity
tests can be distorted.
In case of homoscedasticity
, we identified outliers of the regression model according to the method of Lund (11).
The assumptions of normality and homoscedasticity
were previously tested and the significance level adopted was of p < 0.
of the sample was examined with Bartlett's homogeneity of variances test.
The results of evaluation of an absence of outliers, normality, linearity, homoscedasticity
, and an absence of multicollinearity were satisfactory.
Again, the residuals show no evidence against stationarity, Normality, and homoscedasticity