NO.PZ2023040502000019
问题如下：
Ender’sreport includes the results of a regression of the monthly return for anelectric utility equity index for the previous 203 months (the dependentvariable) against the monthly returns for the S&P 500 Index and thedifference between the monthly returns on long-term U.S. government bonds andone-month U.S. Treasury bills (SPREAD) (the two independent variables).UsingEnder’s data, Hamilton tested for and confirmed the presence of conditionalheteroskedasticity.
Given Hamilton’s finding regarding heteroskedasticity,the most appropriate conclusion is that the variance of the error term iscorrelated with:
选项：
A.
the independent variables only
B.
both the dependent and independent variables
C.
the dependent variable only
解释：
Hamilton’s test confirmed the presence of conditionalheteroskedasticity, which means that the variance of the error term iscorrelated with the values of the independent variables
再讲图形的时候，不是说y和残差的图形也能判断条件异方差与否么
