Skip to main content
Financial Innovation

Table 5 Diagnostic tests

From: Is pass-through of the exchange rate to restaurant and hotel prices asymmetric in the US? Role of monetary policy uncertainty

Model diagnostics

F-Statistic

P-value

χSC2

1.6397: [1]

0.5286

χH2

1.0918: [1]

0.2973

ΧFF2

0.4552: [1]

0.6495

χN2

1.7100

0.4253

  1. χSC2 denotes the Breusch-Godfrey Serial Correlation LM test, χH2 denotes the Breusch-Pagan-Godfrey conditional heteroskedasticity test, χFF2 denotes the Ramsey RESET test, and χN2 denotes the Jarque–Bera normality test. The values in [] represent the number of lags selected
Back to article page