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Diagnostic test for the long-run ARDL (1, 0, 0, 2, 2, 0, 0)
| Test statistics | LM version | F version |
|---|---|---|
| Serial correlation | CHSQ(1) = 3.9989[0.1354]** | F(1, 35) = 1.7495 [0.1887]** |
| Functional form | CHSQ(1) = 5.8677[0.0532]** | F (1, 35) = 2.4965 [0.0969]** |
| Normality | CHSQ(2) = 0.23279 [0.890122] ** | Not applicable |
| Heteroscedasticity | CHSQ(1) = 8.1414 [0.2279] ** | F(1, 37) = 1.4001 [0.2406] ** |
