econ 326 assignment 6 - This report is used to analyzing...

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Unformatted text preview: This report is used to analyzing the summary statistic for Nike incorporation which the market returns as benchmarks of market performance gives the return on the market. The Goldfeld- Quandt test has been used for different error variances in the two sample periods. The one- sided test of interest is the null hypothesis of the same error variances in two periods against the error variance from January 1990 to December 1994 greater than the error variance from January 1995 to December 1999. With SHAZAM output, this test statistic is reported a test statistic of 0.935 and result in a p- value of 0.400. The estimated p value is greater than the significance level of 0.10 or 0.05; therefore, we do not reject the null hypothesis that the error variances between two periods are the same. The Koenker (Breusch- Pagan)test has been used for heteroskedasticity. Base on the Shazam,s output, the t- statistic is 0.238 and the p value is 0.62596. Therefore, we do not reject the null hypothesis since the t- statistic is 0....
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econ 326 assignment 6 - This report is used to analyzing...

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