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. 2020 Oct 10;70:101897. doi: 10.1016/j.resourpol.2020.101897

Table A2.

Post Estimation Diagnostics

Palladium Platinum Silver
Ljung-Box Q(6) 5.2051 (0.5178) 2.3646 (0.883) 5.7490 (0.4519)
Ljung-Box Q(12) 7.0236 (0.8561) 13.600 (0.327) 24.084* (0.0198)
McLeod-Li(6) 6.2011 (0.4010) 1.9854 (0.921) 2.4685 (0.8720)
McLeod-Li(12) 18.893* (0.0911) 5.234 (0.950) 11.3248 (0.5013)

Note: The Ljung-Box and McLeod tests provide the empirical statistics respectively for the serial correlation and remaining conditional heteroscedasticity of orders 6 and 12 for robustness purposes.