ARIMA coefficient estimates and diagnostic checks
| Dependent variable EGX30 | Coefficient | t-statistic |
|---|---|---|
| BITR | 0.045591 | 0.939784 |
| BNBR | −0.019541 | −0.602642 |
| ETHR | 0.058153 | 1.502730 |
| NEOR | −0.042813*** | −2.277140 |
| INTR | 3.316828*** | 2.192906 |
| USD | 0.166602*** | 3.155320 |
| BITR | 0.045591 | 0.939784 |
| C | −0.003438 | −1.533912 |
| Diagnostic checks | ||
| R-squared | 0.043422 | |
| Adjusted R-squared | 0.032448 | |
| F-statistic | 3.956774 | |
| Prob(F-statistic) | 0.000700 | |
| Breusch–Pagan–Godfrey, F-statistic | 0.722612 | |
| Breusch–Pagan–Godfrey Prob. F (6,523) | 0.6315 | |
| Jarque–Bera | 37.03867 | |
| Jarque–Bera Prob | 0.000000 | |
| Dependent variable | Coefficient | |
|---|---|---|
| 0.045591 | 0.939784 | |
| −0.019541 | −0.602642 | |
| 0.058153 | 1.502730 | |
| −0.042813*** | −2.277140 | |
| 3.316828*** | 2.192906 | |
| USD | 0.166602*** | 3.155320 |
| 0.045591 | 0.939784 | |
| C | −0.003438 | −1.533912 |
| Diagnostic checks | ||
| 0.043422 | ||
| Adjusted | 0.032448 | |
| 3.956774 | ||
| Prob( | 0.000700 | |
| Breusch–Pagan–Godfrey, | 0.722612 | |
| Breusch–Pagan–Godfrey Prob. F (6,523) | 0.6315 | |
| Jarque–Bera | 37.03867 | |
| Jarque–Bera Prob | 0.000000 | |
Note(s): *** indicates 1% significance level