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The results of diagnostic test
| Test | Breusch-Godfrey Serial Correlation Lagrange Multiplier (LM) test | Breusch-Pagan-Godfrey Heteroskedasticity test | Jarque–Bera test |
|---|---|---|---|
| LM-version | 0.371 [0.542] | 7.087 [0.852] | 2.272 [0.321] |
| F-version | F(1, 14): 0.188 [0.671] | F(11, 16): 0.424 [0.930] | Not Applicable |
Parenthesis “[.]” designates the probability values
