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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 10 SyS1scr: heteroskedasticity test Breusch–Pagan–Godfrey

From: Restatement of the I-O Coefficient Stability Problem

Dependent variable: d( sca 1 ) Dependent variable: d( sra 2 )
 F-statistic 0.901062 Prob. F(2.17) 0.4247  F-statistic 1.017491 Prob. F(4.14) 0.4318
 Obs*R-squared 1.916936 Prob. Chi-Square(2) 0.3835  Obs*R-squared 4.279439 Prob. Chi-Square(4) 0.3695
 Scaled explained SS 0.928978 Prob. Chi-Square(2) 0.6285  Scaled explained SS 0.96349 Prob. Chi-Square(4) 0.9153
Dependent variable: d( sca 2 ) Dependent variable: d( sra 3 )
 F-statistic 0.493489 Prob. F(4.14) 0.7408  F-statistic 0.610519 Prob. F(3.15) 0.6185
 Obs*R-squared 2.347896 Prob. Chi-Square(4) 0.6721  Obs*R-squared 2.067521 Prob. Chi-Square(3) 0.5585
 Scaled explained SS 1.07891 Prob. Chi-Square(4) 0.8976  Scaled explained SS 0.52206 Prob. Chi-Square(3) 0.914
Dependent variable: d( sca 3 ) Dependent variable: d( sra 4 )
 F-statistic 0.880908 Prob. F(3.14) 0.4746  F-statistic 0.329585 Prob. F(3.16) 0.804
 Obs*R-squared 2.858248 Prob. Chi-Square(3) 0.414  Obs*R-squared 1.16401 Prob. Chi-Square(3) 0.7616
 Scaled explained SS 2.466576 Prob. Chi-Square(3) 0.4814  Scaled explained SS 0.798201 Prob. Chi-Square(3) 0.8499
Dependent variable: d( sca 4 ) Dependent variable: d( sra 5 HP)
 F-statistic 1.613982 Prob. F(5.13) 0.2249  F-statistic 0.335166 Prob. F(2.16) 0.7201
 Obs*R-squared 7.277122 Prob. Chi-Square(5) 0.2008  Obs*R-squared 0.76401 Prob. Chi-Square(2) 0.6825
 Scaled explained SS 7.487449 Prob. Chi-Square(5) 0.1868  Scaled explained SS 0.343187 Prob. Chi-Square(2) 0.8423
Dependent variable: d( sca 5 ) Dependent variable: d( sra 5 HPd)
 F-statistic 0.757351 Prob. F(3.15) 0.5352  F-statistic 0.651693 Prob. F(4.14) 0.6351
 Obs*R-squared 2.499355 Prob. Chi-Square(3) 0.4754  Obs*R-squared 2.982437 Prob. Chi-Square(4) 0.5608
 Scaled explained SS 3.524105 Prob. Chi-Square(3) 0.3176  Scaled explained SS 1.916603 Prob. Chi-Square(4) 0.7511
Dependent variable: d( sca 6 ) Dependent variable: d( sra 6 )
 F-statistic 0.498536 Prob. F(3.15) 0.6889  F-statistic 0.541944 Prob. F(4.14) 0.7077
 Obs*R-squared 1.722675 Prob. Chi-Square(3) 0.6319  Obs*R-squared 2.547519 Prob. Chi-Square(4) 0.6361
 Scaled explained SS 2.27106 Prob. Chi-Square(3) 0.5181  Scaled explained SS 2.828426 Prob. Chi-Square(4) 0.5869
Dependent variable: d( sca 7 ) Dependent variable: d( sra 7 )
 F-statistic 0.776423 Prob. F(5.11) 0.5866  F-statistic 0.082417 Prob. F(4.14) 0.9865
 Obs*R-squared 4.434583 Prob. Chi-Square(5) 0.4887  Obs*R-squared 0.437113 Prob. Chi-Square(4) 0.9793
 Scaled explained SS 1.311754 Prob. Chi-Square(5) 0.9337  Scaled explained SS 0.426564 Prob. Chi-Square(4) 0.9802
Dependent variable: d( sca 8 ) Dependent variable: d( sra 8 HP)
 F-statistic 1.183406 Prob. F(4.14) 0.3604  F-statistic 1.320582 Prob. F(5.13) 0.3151
 Obs*R-squared 4.800931 Prob. Chi-Square(4) 0.3083  Obs*R-squared 6.399829 Prob. Chi-Square(5) 0.2692
 Scaled explained SS 4.819883 Prob. Chi-Square(4) 0.3063  Scaled explained SS 2.752073 Prob. Chi-Square(5) 0.7381
Dependent variable: d( sca 9 ) Dependent variable: d( sra 8 HPd)
 F-statistic 0.63052 Prob. F(5.12) 0.6804  F-statistic 0.724598 Prob. F(5.13) 0.617
 Obs*R-squared 3.745019 Prob. Chi-Square(5) 0.5867  Obs*R-squared 4.141061 Prob. Chi-Square(5) 0.5293
 Scaled explained SS 1.619852 Prob. Chi-Square(5) 0.8988  Scaled explained SS 1.882761 Prob. Chi-Square(5) 0.8651
Dependent variable: d( sca 10 ) Dependent variable: d( sra 9 )
 F-statistic 0.928894 Prob. F(4.15) 0.4733  F-statistic 0.298999 Prob. F(3.16) 0.8256
 Obs*R-squared 3.970571 Prob. Chi-Square(4) 0.41  Obs*R-squared 1.061723 Prob. Chi-Square(3) 0.7863
 Scaled explained SS 2.66595 Prob. Chi-Square(4) 0.6152  Scaled explained SS 0.863016 Prob. Chi-Square(3) 0.8343
Dependent variable: d( sra 1 ) Dependent variable: d( sra 10 l)
 F-statistic 0.476573 Prob. F(5.12) 0.7871  F-statistic 1.355643 Prob. F(2.15) 0.2876
 Obs*R-squared 2.982131 Prob. Chi-Square(5) 0.7027  Obs*R-squared 2.755483 Prob. Chi-Square(2) 0.2521
 Scaled explained SS 0.508079 Prob. Chi-Square(5) 0.9918  Scaled explained SS 1.404621 Prob. Chi-Square(2) 0.4954