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Financial Innovation

Table 8 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

1.3611: [2]

0.2589

χH2

1.4126: [1]

0.5214

ΧFF2

1.0095: [1]

0.3141

χN2

3.4672

0.1766

  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. Values in [] represent the number of lags selected
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