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 |
|