Table 5.
Selecting the transition function.
| Test statistics | F3 | F2 | F1 | Proposed model |
|---|---|---|---|---|
| Statistics LM (prob) | 2.17 (0.864) |
2.82 (0.632) |
3.77 (0.037) |
LSTAR |
Note: P-values and F test results for selecting LSTAR transition function.
Selecting the transition function.
| Test statistics | F3 | F2 | F1 | Proposed model |
|---|---|---|---|---|
| Statistics LM (prob) | 2.17 (0.864) |
2.82 (0.632) |
3.77 (0.037) |
LSTAR |
Note: P-values and F test results for selecting LSTAR transition function.