The results of the Breusch and Pagan Lagrange multiplier test
| Chi-square statistics | Probability |
|---|---|
| 4.54416*** | 0.00 |
| Series: ROA, RRR, DL | |
| Sample: 2019Q1–2021Q3 | |
| Number of observations: 165 | |
| Chi-square statistics | Probability |
|---|---|
| 4.54416*** | 0.00 |
| Series: ROA, RRR, DL | |
| Sample: 2019Q1–2021Q3 | |
| Number of observations: 165 | |
Note(s): (1) The Lagrange multiplier was tested using the Breusch and Pagan (1980) test. (2) The symbol *** indicates the significance at the 1% level
Source(s): EViews 13 software for statistical analysis
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