Violation of the assumption of homoscedasticity and detection of heteroscedasticity

Djalic, Irena; Herzegovina,; Terzić, Svetlana

doi:10.31181/dmame2104001d

Cited by 6 publications

(2 citation statements)

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“…Then, we employ stepwise AIC selection to identify the final subset of predictors, obtained in the best performing specification (Yamashita et al 2007). We checked the adequacy of the resulting models by investigating potential violations of regression modelling assumptions (Poole andO'Farrell 1971, Dalic andTerzic 2021). The F-test was used to assess the overall statistical significance of the relationship (with p-value 0.05).…”

Section: Regression Modelmentioning

confidence: 99%

On the role of local and large-scale atmospheric variability in snow cover duration: a case study of Montevergine Observatory (Southern Italy)

Annella

Budillon

Capozzi

2023

Environ. Res. Commun.

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Snow cover plays an important role in Earth’s climate, hydrological and biological systems as well as in socio-economical dynamics, especially in mountain regions. The objective of this work is to provide the first evidence about snow cover variability in the Italian Southern Apennines and investigate the forcing mechanisms controlling it. To this purpose, we present a new historical long-term (from 1931 to 2008) series of snow cover duration data observed at Montevergine Observatory, a mountainous site located at 1280 m above sea level. From the analysis of this series, it emerged a strong interannual variability, an overall reduction over time of snow cover days until mid-1990s and a recovery in the last 10-years. We model snow cover duration employing a multiple linear regression, considering both local and large-scale climate factors as explanatory variables. Our findings show that snow cover duration appears to be primarily dependent on temperature, which exhibits a positive trend in the considered time interval. However, the interannual and decadal fluctuations of the examined parameter are also strongly modulated by two large-scale patterns, the Arctic Oscillation and the Eastern Mediterranean Pattern.In the last segment of the considered time interval, the increase in temperature is not consistent with the dominant patterns of large-scale indices, which proved to be more effective in capturing the recent rebound in snow cover duration. The results demonstrate that snow cover duration is linked to the global warming by a non-trivial relationship and that its behaviour, in specific periods, can be largely independent from rising temperature tendency, according to the prevailing phase of large-scale atmospheric patterns.

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Section: Regression Modelmentioning

confidence: 99%

On the role of local and large-scale atmospheric variability in snow cover duration: a case study of Montevergine Observatory (Southern Italy)

Annella

Budillon

Capozzi

2023

Environ. Res. Commun.

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“…The heteroscedasticity test determines if the regression model is based on unequal variance between the residuals. The true nature of heteroscedasticity is usually unknown, so the choice of the appropriate test depends on the nature of the data [9]. The author used the glejser test to figure out whether or not the heteroscedasticity is appeared in this regression model.…”

Section:  Heteroscedasticity Testmentioning

confidence: 99%

Correlation between Financial Performances with the Stock Price in Indonesia Stock Exchange on Telecommunication Industry for 2017-2021 (Case Study: PT Telkom, PT XL Axiata, PT Indosat Ooredoo)

Yuwandit,

Rahadi

2023

ijcsrr

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Over the past few decades, telecommunication in Indonesia has experienced enormous growth and development, playing a crucial role in supporting the advancement of society, economic prosperity, and human connectivity. A couple major companies dominate the market including PT Telekomunikasi Indonesia and private firms like PT Indosat Ooredoo and PT XL Axiata. These companies provide a wide range of services, including mobile phone service, fixed-line services, internet connectivity, and digital solutions, adapting to the diverse needs of businesses and individuals across the country. The purpose of this research is to determine how financial ratios affect stock prices on the Indonesian stock exchange. Additionally, this study compares the financial health of PT Telekomunikasi Indonesia, PT Indosat Ooredoo, and PT XL Axiata based on ratio comparison of Decree No. KEP-100/MBU/2002. The results indicates that PT Telekomunikasi Indonesia has the healthiest financial performance by obtained AA category compared to PT Indosat Ooredoo and PT XL Axiata. This study finds the effect of eight financial ratios on the telecommunication industry for five years period. Based on the multiple linear regression test namely T test, it resulted that total asset turnover and total equity have a positive significant effect on stock price partially with a value less than 0.05. The F tests shows that all independent variables have effect to the stock prices by 80% and the remaining 20% are influenced by models outside this study.

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Self management and entrepreneurial mindset to support the MSMEs owner’s financial well-being

Kamaliah,

Aunurrafiq,

Badriyah

et al. 2023

Cogent Business & Management

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Violation of the assumption of homoscedasticity and detection of heteroscedasticity

Cited by 6 publications

References 0 publications

On the role of local and large-scale atmospheric variability in snow cover duration: a case study of Montevergine Observatory (Southern Italy)

On the role of local and large-scale atmospheric variability in snow cover duration: a case study of Montevergine Observatory (Southern Italy)

Correlation between Financial Performances with the Stock Price in Indonesia Stock Exchange on Telecommunication Industry for 2017-2021 (Case Study: PT Telkom, PT XL Axiata, PT Indosat Ooredoo)

Self management and entrepreneurial mindset to support the MSMEs owner’s financial well-being

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