Summary of result for serial correlation and Heteroskedasticity tests
| Diagnostic test | Statistics | p-value | Conclusions |
|---|---|---|---|
| Breusch-Godfrey H0: No serial correlation | 2.115957 | 0.1765 | Fail to reject H0 (p-value >0.05) |
| Heteroskedasticity H0: No ARCH effects | 1.201772 | 0.3863 | Fail to reject H0 (p-value >0.05) |
| Diagnostic test | Statistics | Conclusions | |
|---|---|---|---|
| Breusch-Godfrey | 2.115957 | 0.1765 | Fail to reject H0 ( |
| Heteroskedasticity | 1.201772 | 0.3863 | Fail to reject H0 ( |
Source(s): Authors’ computation
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