Diagnostic tests results
| VEC residual of | Serial correlation (A) | Normality (B) | Heteroscedasticity (C) |
|---|---|---|---|
| Oil price and BSE_Energy | 2.082386 (0.1184) | 30.32244 (0.000000) | 1.410049 (0.1669) |
| VEC residual of | Serial correlation (A) | Normality (B) | Heteroscedasticity (C) |
|---|---|---|---|
| 2.082386 (0.1184) | 30.32244 (0.000000) | 1.410049 (0.1669) |
Notes:
(A) On the basis of Lagrange multiplier test; (B) using Jarque-Bera normality test; (C) applying white Heteroscedasticity test; () probability values
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