Diagnostic tests
| Dependent variable: D(GDP) | |||
|---|---|---|---|
| Model 1 | Model 2 | ||
| Breusch–Godfrey serial correlation LM test | 0.020354 (0.8483) | Breusch–Godfrey serial correlation LM test | 0.790670 (0.2935) |
| Heteroskedasticity test: ARCH | 1.559598 (0.2088) | Heteroskedasticity test: ARCH | 2.584834 (0.1108) |
| Jarque–Bera normality test | 0.289212 (0.8653) | Jarque–Bera normality test | 1.445343 (0.4854) |
| Dependent variable: D(GDP) | |||
|---|---|---|---|
| Model 1 | Model 2 | ||
| Breusch–Godfrey serial correlation LM test | 0.020354 (0.8483) | Breusch–Godfrey serial correlation LM test | 0.790670 (0.2935) |
| Heteroskedasticity test: ARCH | 1.559598 (0.2088) | Heteroskedasticity test: ARCH | 2.584834 (0.1108) |
| Jarque–Bera normality test | 0.289212 | Jarque–Bera normality test | 1.445343 |
Notes:
Diagnostic tests results are based on F-statistic, and figures in ( ) represents probability-values, respectively