Table 9 Heteroskedasticity, normality, variance inflation factors.
| Heteroskedasticity test—white | |||
|---|---|---|---|
| F-value | 1.5431 | Sig F(20,339) | 0.0650 |
| Obs*R-2 | 30.039 | Sig. Chi-2(20) | 0.0692 |
| Tolerance | VIF | |
|---|---|---|
| Variance inflation factors | ||
| SMC | 0.902 | 1.107 |
| FDINI | 0.971 | 1.029 |
| GDPPG | 0.988 | 1.011 |
| STTR | 0.979 | 1.020 |
| CPI | 0.925 | 1.080 |
| Normality | ||
|
Normality test-J–B test value (sig-value) 1.142 (0.564) Ho: Residuals are normal | ||