Table 4 Diagnostic test
From: Capital inflows, exchange rate and agricultural output in Nigeria
(a) | ||||
|---|---|---|---|---|
Model 1 | ||||
Breusch–Godfrey serial correlation LM test | F-statistic | 2.1992 | Prob. F(2,20) | 0.1545 |
Obs*R-squared | 2.6972 | Prob. χ2(2) | 0.1005 | |
Breusch–Pagan–Godfrey heteroscedasticity test | F-statistic | 0.5332 | Prob. F(9,22) | 0.7764 |
Obs*R-squared | 3.7467 | Prob. χ2(9) | 0.7109 | |
Scaled explained SS | 8.9167 | Prob. χ2(9) | 0.1783 | |
(b) | ||||
|---|---|---|---|---|
Model 2 | ||||
Breusch–Godfrey serial correlation LM test | F-statistic | 1.1644 | Prob. F(2,20) | 0.3002 |
Obs*R-squared | 2.055 | Prob. χ2(2) | 0.1517 | |
Breusch–Pagan–Godfrey Heteroskedasticity test | F-statistic | 1.4365 | Prob. F(9,22) | 0.2644 |
Obs*R-squared | 13.7156 | Prob. χ2(9) | 0.2491 | |
Scaled explained SS | 5.0088 | Prob. χ2(9) | 0.9307 | |