Advanced Search
MyIDEAS: Login

Informational Criteria for the Homoscedasticity of Errors

Contents:

Author Info

  • Ciuiu, Daniel

    ()
    (Technical University of Civil Engineering, Bucharest; Associate Researcher, Romanian Institute of Economic Forecasting, Romanian Academy.)

Abstract

In this paper we will test the homoscedasticity of errors using the Goldfeld-Quandt test and we will classify the points using the explanatory variable by which we sort them. We will also use the Hartley test for the equality of the class error variances (if we have at least two classes). For all the points (only one class) and all the possible classifications for which we have homoscedasticity we will compute some informational criteria like Akaike ( AIC=Akaike Informational Criterion) and Schwartz ( BIC=Bayes Informational Criterion). Of course, from these classifications we will choose that classification with the minimum of the considered criterion. As application, we have monthly data from November 1990 to November 2008 concerning the price indexes for services, the price indexes for food and for the price indexes of non-food goods.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.ipe.ro/rjef/rjef2_10/rjef2_10_15.pdf
Download Restriction: no

Bibliographic Info

Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): (2010)
Issue (Month): 2 (July)
Pages: 231-244

as in new window
Handle: RePEc:rjr:romjef:v::y:2010:i:2:p:231-244

Contact details of provider:
Postal: Casa Academiei, Calea 13, Septembrie nr.13, sector 5, Bucure┼čti 761172
Phone: 004 021 3188148
Fax: 004 021 3188148
Email:
Web page: http://www.ipe.ro/
More information through EDIRC

Related research

Keywords: homoscedasticity; classification; informational criteria; price indexes;

Find related papers by JEL classification:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Ciuiu, Daniel, 2008. "Pattern Classification Using Secondary Components Perceptron and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(2), pages 51-66, June.
  2. Ciuiu, Daniel, 2008. "Pattern classification using principal components regression," MPRA Paper 15360, University Library of Munich, Germany.
  3. Ciuiu, Daniel, 2008. "Pattern classification using polynomial and linear regression," MPRA Paper 15355, University Library of Munich, Germany.
Full references (including those not matched with items on IDEAS)

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:rjr:romjef:v::y:2010:i:2:p:231-244. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.