BUL

ARIMA (0, 1, 0)

CR

ARIMA

(0, 1, 0)

GR

ARIMA (0, 1, 0)

ROM

ARIMA (0, 1, 0)

SL

ARIMA (0, 1, 0)

C

-

0.588*

1.436**

-

0.859*

y − 1

1.055*

0.967*

0.921*

1.061*

0.978*

Diagnostic Checking of the Model

RESET F (1, 27)

0.905

5.093**

1.055

2.829

2.147

J-B X² (2)

2.876

3.897

0.118

9.605***

1.496

B-G X² (2)

1.779

3.334

12.671*

2.102

2.511

White X² (2)

0.009

12.267*

6.495**

2.399

11.438*

ARCH X² (1)

0.149

0.722

2.119

0.881

1.810