Test statistics

LM version

F-version

Serial correlation

CHQ (2) = 0.663 [0.518]

F (2, 65) = 1.421 [0.491]

Functional form

Not applicable

F (1, 66) = 1.324 [0.253]

Normality

JB = 166.966a [0.000]

Not applicable

Heteroscedascity

CHQ (4) = 2.854 [0.582]

F (4, 62) = 0.601 [0.239]

CUSUM

Unstable

CUSUMSQ

Unstable