| BUL ARIMA (0, 1, 0) | CR ARIMA (0, 1, 0) | GR ARIMA (0, 1, 0) | ROM ARIMA (0, 1, 0) | SL ARIMA (0, 1, 0) |
C | - | 0.588* | 1.436** | - | 0.859* |
y − 1 | 1.055* | 0.967* | 0.921* | 1.061* | 0.978* |
Diagnostic Checking of the Model | |||||
RESET F (1, 27) | 0.905 | 5.093** | 1.055 | 2.829 | 2.147 |
J-B X2 (2) | 2.876 | 3.897 | 0.118 | 9.605*** | 1.496 |
B-G X2 (2) | 1.779 | 3.334 | 12.671* | 2.102 | 2.511 |
White X2 (2) | 0.009 | 12.267* | 6.495** | 2.399 | 11.438* |
ARCH X2 (1) | 0.149 | 0.722 | 2.119 | 0.881 | 1.810 |