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The diagnostic statistics tests
| Autocorrelationa | Heteroscedasticityb | Normalityc |
|---|---|---|
| 0.8998 | 0.8160 | 1.2393 |
| [0.4106] | [0.5605] | [0.5381] |
Source: Author’s compilation
The above tests are based on: aBreusch-Godfrey LM; bBreusch-Pagan; cJarque-Bera
Probabilities in []
