最后一句话

问题如下：

Suppose that you want to examine a time series of short-term interest rates as the dependent variable and inflation rates as the independent variable over 16 years. Different central bank actions force short-term interest rates to be low for the last eight years of the series, then it is likely that the variance of residuals will appear to come from two different models.

We refer to this as:

选项：

解释：

A is correct.

A选项：异方差。

B选项：同方差。

C选项：非随机。

经典线性回归模型的一个重要假定：总体回归函数中的随机误差项满足同方差性，即它们都有相同的方差。如果这一假定不满足，即：随机误差项具有不同的方差，则称线性回归模型存在异方差性。