Table 4.
Model testing.
| Ljung-Box (L1) (Q) | ,12 | Jarque-Bera (JB) | ,09 |
|---|---|---|---|
| Probability (Q) | ,73 | Probability (JB) | ,96 |
| Heteroskedasticity (H) | 1,83 | Skew | -,06 |
| Probability (H) (two-sided) | ,1 | Kurtosis | 3,09 |
Source: Author calculation.
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