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Tag: R programming tutorial

How to Analyze Heteroskedasticity for Time Series Data in Multiple Linear Regression and Its Interpretation

By Kanda Data / Date Dec 14.2024 / Category Data Analysis in R

The heteroskedasticity test is one of the assumption tests in the Ordinary Least Squares (OLS) linear regression method, aimed at ensuring that the residual variance remains constant. If the multiple linear regression equation being tested shows non-constant residual variance, this is referred to as heteroskedasticity.

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