Variables | Values | P-value |
R2 | 0.89 |
|
Adjusted R2 | 0.87 |
|
AIC | 807.44 |
|
Joint F-Statistic | 46 | 0.00* |
Joint Wald Statistic | 1445 | 0.00* |
Koenker (BP) Statistic | 17.17 | 0.86 × 10−3* |
Jarque-Bera Statistic | 14.29 | 0.01 |