Results of the heteroscedasticity test: ARCH
| Variable | Statistic test | Statistic value | Prob. |
|---|---|---|---|
| RGEP | F-statistic | 30.695 | 0.000 |
| Obs*R-squared | 27.851 | 0.000 | |
| RGCP | F-statistic | 6.811 | 0.009 |
| Obs*R-squared | 6.696 | 0.009 | |
| RGIMP | F-statistic | 7.903 | 0.005 |
| Obs*R-squared | 7.741 | 0.005 |
| Variable | Statistic test | Statistic value | Prob. |
|---|---|---|---|
| RGEP | 30.695 | 0.000 | |
| Obs* | 27.851 | 0.000 | |
| RGCP | 6.811 | 0.009 | |
| Obs* | 6.696 | 0.009 | |
| RGIMP | 7.903 | 0.005 | |
| Obs* | 7.741 | 0.005 |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.