Table 2. The results of Chow, Hausman, normality, multicollinearity, heteroscedasticity, and autocorrelation test.
| Chow test | Statistic | d.f. | Prob. | ||
|---|---|---|---|---|---|
| Cross-section F | 277.6273 | (16,199) | .0000 | ||
| Cross-section Chi-square | 696.0148 | 16 | .0000 | ||
| Hausman test | |||||
| Test Summary | Chi-Sq. Statistic | Chi-Sq. d.f. | Prob. | ||
| Cross-section random | 11.5360 | 5 | 0.0417 | ||
| Normality test | |||||
| Jarque-Bera (JB) | 4.8030 | Probability | 0.0906 | ||
| Multicollinearity test | |||||
| Log (Exchange Rate) | Log (FDI Inflow) | Log (Agric. Export) | Log (Agric. Import Duty) | Log (Fertilizer Import) | |
| Log (Exchange Rate) | 1.0000 | -.0672 | .0248 | -.0821 | .0507 |
| Log (FDI Inflow) | -.0672 | 1.0000 | .7995 | .2145 | .5759 |
| Log (Agric. Export) | .0248 | .7895 | 1.0000 | .0254 | .6524 |
| Log (Agric. Import Duty) | -.0821 | .2145 | .0254 | 1.0000 | .3812 |
| Log (Fertilizer Import) | .0507 | .5759 | .6524 | .3812 | 1.0000 |
| Heteroscedasticity test | |||||
| Variable | Coefficient | Std. Error | t-Statistic | Prob. | |
| C | .2646 | .0772 | 3.4255 | .0007 | |
| Log (Exchange Rate) | -.0007 | .0026 | -.2844 | .7764 | |
| Log (FDI Inflow) | -.0024 | .0084 | -.2824 | .7779 | |
| Log (Agric. Export) | -.0094 | .0102 | -.9183 | .3595 | |
| Log (Agric. Import Duty) | .0133 | .0168 | .7938 | .4282 | |
| Log (Fertilizer Import) | -.0051 | .0088 | -.5879 | .5572 | |
| Autocorrelation test | |||||
| Durbin-Watson stat (DW) | 0.7010 | ||||
| dL (N = 17, k = 5) | 0.6641 | ||||
| dU (N = 17, k = 5) | 2.1041 | ||||