Level | 2 | 3 | 4 | 5 |
Selection criteria | AIC | SBC | AIC | SBC | AIC | SBC | AIC | SBC |
−32.9676 | −30.7415 | −33.0741 | −29.8207 | −32.8624 | −28.5815 | −32.7524 | −27.4441 |
Heteroscedasticity Tests |
Equation | χ2 | p-value | χ2 | p-value | χ2 | p-value | χ2 | p-value |
dptd | 0.0011 | 0.9994 | 1.0672 | 0.7850 | 1.8453 | 0.7642 | 4.1369 | 0.5299 |
dcmb | 2.9668 | 0.2269 | 6.7209 | 0.0813 | 5.8060 | 0.2141 | 6.5518 | 0.2562 |
djur | 1.7245 | 0.4222 | 1.9106 | 0.5912 | 3.3320 | 0.5039 | 3.2123 | 0.6673 |
duci | 7.0145 | 0.0300 | 3.2696 | 0.3519 | 2.0199 | 0.7321 | 7.3107 | 0.1985 |
dslr | 0.9826 | 0.6118 | 2.7508 | 0.4317 | 1.2766 | 0.8653 | 2.2182 | 0.8182 |
dipp | 2.4462 | 0.2943 | 3.7394 | 0.2910 | 1.7999 | 0.7725 | 6.2594 | 0.2818 |
Autocorrelation Tests |
Lags | χ2 | p-value | χ2 | p-value | χ2 | p-value | χ2 | p-value |
1 | 68.1568 | 0.00096 | 39.7114 | 0.30811 | 40.9333 | 0.26285 | 29.3592 | 0.77540 |
2 | 48.8143 | 0.07529 | 42.0495 | 0.22538 | 35.8764 | 0.47444 | 30.3347 | 0.73452 |