Number of Observations

140

Akaike’s Information Criterion (AlCc)

−292.119802

Multiple R-Squared

0.75

Adjusted R-Squared

0.746780

Joint F-Statistic

82.98

Prob (>F), (5,134) degrees of freedom

0.000000^*

Joint Wald Statistic

471.18

Prob (>chi-squared), (5) degrees of freedom

0.000000^*

Koenker (BP) Statistic

8.94

Prob (>chi-squared), (5) degrees of freedom

0.111121

Jarque-Bera Statistic

72.66

Prob (>chi-squared), (2) degrees of freedom

0.000000^*