LM Test Statistic

Model (1)

Model (2)

R²

0.9562

0.9977

Adjusted R²

0.9092

0.9934

F-statistics

371.10 (0.014)

236.20 (0.000)

Multicollinearity

1.499624 (0.0056)

1.8796 (0.0109)

Serial Correlation

10.425 (0.0338)

23.484 (0.0002)

Heteroscedasticity

44.00 (0.4290)

30.00 (0.4140)

Ramsey RESET test for normality

2.12 (0.1022)

2.79 (0.0718)