Variable | Breusch–Godfrey Serial Correlation LM Test | Breusch–Pagan–Godfrey Heteroscedasticity LM Test | ||||||
---|---|---|---|---|---|---|---|---|
Pre-demonetization | Post-demonetization | Pre-demonetization | Post-demonetization | |||||
F statistic | p value | F statistic | p value | F statistic | p value | F statistic | p value | |
LFIIGP | 154.99 | 0.00 | 149.50 | 0.00 | 0.09 | 0.76 | 0.07 | 0.78 |
LFIIGS | 150.54 | 0.00 | 148.68 | 0.00 | 0.17 | 0.68 | 0.06 | 0.80 |
LDIIGP | 127.81 | 0.00 | 121.10 | 0.00 | 0.02 | 0.87 | 0.01 | 0.91 |
LDIIGS | 148.52 | 0.00 | 141.84 | 0.00 | 0.03 | 0.05 | 0.01 | 0.94 |
LNIR | 1.07 | 0.34 | 0.077 | 0.46 | 0.03 | 0.86 | 2.51 | 0.11 |
LNAIR | 0.58 | 0.56 | 0.56 | 0.57 | 0.02 | 0.89 | 7.43 | 0.01 |
LNFSIR | 1.43 | 0.23 | 1.27 | 0.28 | 0.12 | 0.73 | 2.71 | 0.10 |
LNFMCGIR | 2.40 | 0.09 | 3.18 | 0.04 | 0.02 | 0.88 | 0.74 | 0.39 |
LNITIR | 1.06 | 0.34 | 1.18 | 0.31 | 0.13 | 0.72 | 5.81 | 0.02 |
LNMEDIR | 0.26 | 0.77 | 0.26 | 0.77 | 0.44 | 0.51 | 10.86 | 0.00 |
LNMETIR | 0.56 | 0.57 | 0.57 | 0.57 | 0.06 | 0.80 | 19.61 | 0.00 |
LNPHIR | 1.29 | 0.27 | 1.61 | 0.20 | 4.70 | 0.03 | 0.14 | 0.70 |
LNPSUBIR | 0.56 | 0.57 | 0.44 | 0.64 | 0.01 | 0.92 | 0.56 | 0.45 |
LNPVTBIR | 0.88 | 0.42 | 0.81 | 0.44 | 0.01 | 0.62 | 6.01 | 0.01 |
LNRIR | 0.77 | 0.46 | 1.20 | 0.30 | 0.25 | 0.83 | 20.40 | 0.00 |