Heteroscedasticity in SPSS – Uji Asumsi Klasik Heteroskedastisitas di SPSS

Heteroscedasticity in SPSS

Hi! One of the test for CLRM assumption is Heteroscedasticity. Testing it in E-views or Stata for Time-Series or Panel data is easy because the software provides the command. You just need to click this and that, then the heteroscedasticity will be out. However, testing it under SPSS software (perhaps cross-sectional data) it needs a work.

Below is the process to run it. Note that you need to copy paste the macro syntax below to run it. We use Breusch-Pagan and Koenker Test for it. The procedure is as follow: Continue reading

How to transpose your rich data into panel (Data Stacking / Transpose)

If you are in finance research area, and you are using panel data, the most annoying part is stacking/transpose your time series into panel data. Hereby, I give you the macros in excel (even though I know many software such Tableau can do it faster) to do in a click.

Yet, when you want to run it, adjust it with the number of your column. Mine is 6, and the data that has to be stacked/transposed is from column 2. Therefore, the i = 2 to 6.

Happy trying

Copy paste this to your macros (open your excel –> view –> macros –>view macros –> create –> copy paste –> run)

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