Diagnostic tests
| Diagnostic test | F-statistics |
|---|---|
| Serial correlation X2 (Breusch-Godfrey LM ) | 0.432 [0.78] |
| Normality X2 (Jarque-Bera) | 1.290 [0.52] |
| Heteroscedasticity X2 (Breusch-Pagan-Godfrey) | 1.780 [0.08] |
| CUSUM | S |
| CUSUMSQ | S |
| Diagnostic test | F-statistics |
|---|---|
| Serial correlation | 0.432 [0.78] |
| Normality | 1.290 [0.52] |
| Heteroscedasticity | 1.780 [0.08] |
| CUSUM | S |
| CUSUMSQ | S |
Note:
The selection of ARDL (2, 0, 0, 0, 1, 0 and 0) is based on SIC, p-values are in parenthesis and S signifies a stable model
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