Test to verify the Gauss–Markov assumptions
| Diagnostic test | Statistics | Prob. | Conclusion |
|---|---|---|---|
| Jarque-Bera normality test Chi2 | 7.103 | 0.02 | Normality is present |
| Breusch-Pagan/Cook-Weisberg test for Heteroscedasticity | 7.03 | 0.00 | Heteroscedasticity is present |
| Breusch-Godfrey LM test for autocorrelation | 136.38 | 0.00 | Serial correlation is present |
| Diagnostic test | Statistics | Prob. | Conclusion |
|---|---|---|---|
| Jarque-Bera normality test Chi2 | 7.103 | 0.02 | Normality is present |
| Breusch-Pagan/Cook-Weisberg test for Heteroscedasticity | 7.03 | 0.00 | Heteroscedasticity is present |
| Breusch-Godfrey LM test for autocorrelation | 136.38 | 0.00 | Serial correlation is present |
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