Residual Diagnostic Test Result

Tests

F-statistic

Probability

ASI2GDP—All Share Index Model

Breusch-Godfrey Serial Correlation LM Test:

0.507886

0.6141

Heteroskedasticity Test: ARCH

2.526381

0.5553

Stability Diagnostic Test Result

Tests

F-statistic Values

Probability

ASI2GDP—All Share Index Model

Ramsey RESET Test

1.867961

0.1949