TD_GOLDFELD-QUANDT Input Table GQ_T1
| SeriesID |
ROW_I |
Y2 |
Y1 |
X1 |
|---|
| 33 |
1 |
3.0 |
3.0 |
1.0 |
| 33 |
2 |
7.0 |
7.0 |
2.0 |
| 33 |
3 |
9.0 |
9.0 |
3.0 |
| 33 |
4 |
11.0 |
11.0 |
4.0 |
| ... |
... |
... |
... |
... |
Example: TD_GOLDFELD-QUANDT Call
EXECUTE FUNCTION INTO VOLATILE ART(GQT1D)
TD_GOLDFELD_QUANDT(
SERIES_SPEC(TABLE_NAME(GQ_T1), ROW_AXIS(SEQUENCE(X1)), SERIES_ID(SeriesID),
PAYLOAD(FIELDS(Y1, X1), CONTENT(MULTIVAR_REAL) )
),
FUNC_PARAMS(CONST_TERM(1), OMIT(2), SIGNIFICANCE_LEVEL(0.05) ,
ALGORITHM('QR')
)
);
TD_GOLDFELD-QUANDT Output
SELECT * FROM GQT1D;
SeriesID 33
ROW_I 0
TOTAL_NUM_SAMPLES 20
VARIABLES_COUNT 2
NUM_SAMPLES1 9
NUM_SAMPLES2 9
OMMITTED 2
DEGREES_FREEDOM_1 7
DEGREES_FREEDOM_2 7
SIGNIFICANCE_LEVEL 5.00000000000000E-002
GQ_STATISTIC 1.30952380952381E 000
GQ_PVALUE 3.65514546305097E-001
F_CRITICAL_VALUE_HI 3.78704353992807E 000
F_CRITICAL_VALUE_LOW ?
TEST GREATER
NULL_HYPOTHESIS ACCEPT HYPOTH:MEANING THERE IS HOMOSCEDASTIC VARIANCE