Table 6 Serial Correlation and Heteroskedasticity Test
From: Cointegration between macroeconomic factors and the exchange rate USD/CNY
Breusch-Godfrey Serial Correlation LM Test | |||
 F-statistic | 1.0810 | Prob. F(223) | 0.3559 |
 Obs*R-squared | 3.093239 | Prob. Chi Square (2) | 0.2130 |
Heteroskedasticity Test: Breusch-Pagan-Godfrey | |||
 F-statistic | 2.5439 | Prob. F (25,6) | 0.1236 |
 Obs*R-squared | 29.2413 | Prob. Chi Square (12) | 0.2540 |