Skip to main content

Table 9 Heteroskedasticity, normality, variance inflation factors.

From: The stock market capitalisation and financial growth nexus: an empirical study of western European countries

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