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Testing the presence of autocorrelation and heteroskedasticity.
| White test | Durbin-Watson test | |
|---|---|---|
| Chi2 statistic | 380.32 | 28508.782 |
| P value | 0.000 | 0.000 |
Note: The White test is employed to test the null hypothesis of homoscedasticity, while the Durbin-Watson test is employed to test the null hypothesis of no serial correlation. The White test is conducted on STATA using command "estat imtest, white” while the Durbin-Watson test is performed using “estat durbinalt”.
