Table 5. LM test results.
| Statistic | p-value | ||
|---|---|---|---|
| pesticide | LM-Error | 6.336 | 0.012 |
| Robust LM-Error | 11.467 | 0.001 | |
| LM-Lag | 1.485 | 0.223 | |
| Robust LM-Lag | 6.616 | 0.010 | |
| fertilizer | LM-Error | 9.801 | 0.002 |
| Robust LM-Error | 14.026 | 0.000 | |
| LM-Lag | 0.458 | 0.498 | |
| Robust LM-Lag | 4.683 | 0.030 | |
| film | LM-Error | 16.835 | 0.000 |
| Robust LM-Error | 20.137 | 0.000 | |
| LM-Lag | 0.077 | 0.781 | |
| Robust LM-Lag | 3.379 | 0.066 | |
| ers1 | LM-Error | 3.026 | 0.082 |
| Robust LM-Error | 9.762 | 0.002 | |
| LM-Lag | 8.820 | 0.003 | |
| Robust LM-Lag | 15.556 | 0.000 | |
| ers2 | LM-Error | 1.364 | 0.243 |
| Robust LM-Error | 5.221 | 0.022 | |
| LM-Lag | 6.388 | 0.011 | |
| Robust LM-Lag | 10.245 | 0.001 |