Table 5.
Test | Statistics | p-Value |
---|---|---|
LM (Lag) | 1.847 | 0.174 |
Robust-LM (Lag) | 1.875 | 0.171 |
LM (Error) | 65.946 | 0.000 |
Robust-LM (Error) | 65.974 | 0.000 |
Test | Statistics | p-Value |
---|---|---|
LM (Lag) | 1.847 | 0.174 |
Robust-LM (Lag) | 1.875 | 0.171 |
LM (Error) | 65.946 | 0.000 |
Robust-LM (Error) | 65.974 | 0.000 |