Results of diagnostic tests
| VEC residual of | Serial correlation (1) | Normality (2) | Heteroscedasticity (3) |
|---|---|---|---|
| Oil price – NIFTY – CPI | 0.620042 (0.5458) | 14.125806 (0.1298) | 1.740456 (0.2012) |
| VEC residual of | Serial correlation (1) | Normality (2) | Heteroscedasticity (3) |
|---|---|---|---|
| Oil price – NIFTY – CPI | 0.620042 (0.5458) | 14.125806 (0.1298) | 1.740456 (0.2012) |
Note(s): (1) “Lagrange Multiplier Test” of Residual “Serial Correlation”
(2) “Jarque–Bera Test” of Normality
(3) “White Heteroscedasticity Test” with no Cross Terms Yields
Respective values of Probability are shown in Parentheses
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