| McLeod-Li test | Tsay’s Test | |
| Czech | 0.901 | 0.123 |
| Hungary | 0.164 | 0.692 |
| Poland | 0.836 | 0.735 |
| Turkey | 0.985 | 0.914 |
| Malaysia | 1.000 | 0.267 |
| Taiwan (China) | 0.997 | 0.365 |