Table 7.
Model diagnostics
Model diagnostics
Statistics
Portmanteau test up to lag 40 (Chi
2
)
32.23(0.80)
Breusch/Pagan heteroskedasticity test (Chi
2
)
0.023(0.88)
Ramsey RESET test (F)
1.03(0.38)
Jarque–Bera test on normality (Chi
2
)
2.70(0.26)
Number of observations
122
Adj.
R
-squared
0.70
RMSE
0.005
Model diagnostics
Statistics
Portmanteau test up to lag 40 (Chi
2
)
32.23(0.80)
Breusch/Pagan heteroskedasticity test (Chi
2
)
0.023(0.88)
Ramsey RESET test (F)
1.03(0.38)
Jarque–Bera test on normality (Chi
2
)
2.70(0.26)
Number of observations
122
Adj.
R
-squared
0.70
RMSE
0.005
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