MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2
on
Authors:
MADE ADI GUNAWAN, LUH PUTU IDA HARINI, MADE ASIH
Abstract:
“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”
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PDF:
https://jurnal.harianregional.com/mtk/full-9603
Published
2014-01-31
How To Cite
GUNAWAN, MADE ADI; HARINI, LUH PUTU IDA; ASIH, MADE. MENGATASI MASALAH HETEROSKEDASTISITAS DENGAN MENGASUMSIKAN VARIANS VARIABEL GANGGUANNYA PROPORSIONAL DENGAN X_i^2 DAN [E(Y_i)]^2.E-Jurnal Matematika, [S.l.], v. 3, n. 1, p. 33 - 37, jan. 2014. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-9603. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/MTK.2014.v03.i01.p063.
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Issue
Vol 3 No 1 (2014)
Section
Articles
Copyright
This work is licensed under a Creative Commons Attribution 4.0 International License
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