Diagnostic test | Computed test statistic | p-value |
---|---|---|
Durbin – Watson | 1.965 | N/A |
Normality | 5.42 | 0.667 |
Breusch-Godfrey LM test for autocorrelation | 0.006 | 0.940 |
ARCH LM test | 0.015 | 0.902 |
Ramsey RESET test | 2.64 | 0.548 |
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity | 0.99 | 0.3197 |