Serial correlation, heteroskedasticity and normality test
| Dependent variable | Serial correlation LM F-statistic [Prob.] | Heteroskedasticity F-statistic [Prob.] | Normality Jarque-Bera [Prob.] | |
|---|---|---|---|---|
| GDP | 1.978756 [0.1940] | 0.662388 [0.7603] | 1.506443 [0.4708] | |
| INF | 1.957274 [0.1969] | 1.179733 [0.4034] | 0.705355 [0.7028] | |
| UNE | 0.030931 [0.9696] | 0.699819 [0.7294] | 0.799398 [0.6705] | |
| TB | 3.039603 [0.0980] | 0.680036 [0.7466] | 0.824476 [0.6621] |
| Dependent variable | Serial correlation LM | Heteroskedasticity | Normality | |
|---|---|---|---|---|
| GDP | 1.978756 [0.1940] | 0.662388 [0.7603] | 1.506443 [0.4708] | |
| INF | 1.957274 [0.1969] | 1.179733 [0.4034] | 0.705355 [0.7028] | |
| UNE | 0.030931 [0.9696] | 0.699819 [0.7294] | 0.799398 [0.6705] | |
| TB | 3.039603 [0.0980] | 0.680036 [0.7466] | 0.824476 [0.6621] |
Note(s): Null hypotheses are rejected at p-value > 0.05 as shown in the parentheses
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