Wooldridge Test for Serial Correlation
| Conventional Banks | Islamic Banks | ||
|---|---|---|---|
| H0: No first-order autocorrelation | If H0 is rejected (p-value < 0.05) → there is serial correlation | H0: No first-order autocorrelation | If H0 is rejected (p-value < 0.05) → there is serial correlation |
| F (1, 57) = 18.851 | F (1, 25) = 9.412 | ||
| p-value = 0.0001 | p-value = 0.0051 | ||
| Conventional Banks | Islamic Banks | ||
|---|---|---|---|
| H0: No first-order autocorrelation | If H0 is rejected (p-value < 0.05) → there is serial correlation | H0: No first-order autocorrelation | If H0 is rejected (p-value < 0.05) → there is serial correlation |
| F (1, 57) = 18.851 | F (1, 25) = 9.412 | ||
| p-value = 0.0001 | p-value = 0.0051 | ||
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.