Diagnostic Test | χ2sc | χ2BPG | χ2ARCH | Ramsey Reset Test (F-Statistics) |
---|
| 2.8030 (0.3089) | 29.3910 (0.803) | 0.6941 (0.4047) | 2.1090 (0.0828) |
- NOTE:χ2sc, χ2BPG and, χ2ARCH are the Lagrange multiplier for serial correlation, Breusch-Pagan-Godfrey and ARCH test for heteroscedasticity, respectively. The numbers in the brackets are the P-Values. The F-Statistics was taken into the account when Ramsey RESET test was performed