Variables | Test statistics | ||
---|---|---|---|
LM test | CDLM test | CD test | |
SPI | 18,678.020 (0.000)* | 1618.924 (0.000)* | 125.709 (0.000)* |
IPI | 13,546.880 (0.000)* | 1172.315 (0.000)* | 109.400 (0.000)* |
SPI− | 28,502.880 (0.000)* | 2474.068 (0.000)* | 168.797 (0.000)* |
IPI− | 28,245.440 (0.000)* | 2451.661 (0.000)* | 168.014 (0.000)* |
SPI+ | 28,660.200 (0.000)* | 2487.761 (0.000)* | 169.270 (0.000)* |
IPI+ | 28,337.860 (0.000)* | 2459.705 (0.000)* | 168.297 (0.000)* |