Para o modelo y
t
=
β
0
+
β
1
z
t
+
β
2
y
t
−
1
+
β
3
z
t
−
1
+
u
t
��=�0+�1��+�2��−1+�3��−1+��
,a condição de homocedasticidade será:
V
a
r
(
u
t
|
z
t
,
y
t
−
1
,
z
t
−
1
)
=
V
a
r
(
y
t
|
y
t
,
z
t
)
=
σ
2
���(��|��,��−1,��−1)=���(��|��,��)=�2
V
a
r
(
u
t
|
z
t
,
y
t
−
1
,
z
t
−
1
)
=
V
a
r
(
y
t
|
y
t
−
1
,
z
t
−
1
)
=
σ
2
���(��|��,��−1,��−1)=���(��|��−1,��−1)=�2
V
a
r
(
u
t
)
=
σ
2
���(��)=�2
V
a
r
(
u
t
|
z
t
,
y
t
−
1
,
z
t
−
1
)
=
V
a
r
(
y
t
|
z
t
,
y
t
−
1
,
z
t
−
1
)
=
σ
2
���(��|��,��−1,��−1)=���(��|��,��−1,��−1)=�2
V
a
r
(
u
t
|
z
t
,
y
t
−
1
,
z
t
−
1
)
=
V
a
r
(
y
t
|
y
t
,
z
t
−
1
)
=
σ
2
���(��|��,��−1,��−1)=���(��|��,��−1)=�2
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