Test statistics

LM version

F-version

Serial correlation

CHQ (2) = 4.119 [0.127]

F (2, 28) = 1.867 [0.173]

Functional form

Not applicable

F (2, 28) = 1.734 [0.195]

Normality

CHQ (2) = 6.123 [0.046]^**

Not applicable

Heteroscedascity

CHQ (2) = 5.975 [0.201]

F (4, 30) = 1.867 [0.214]