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Future Business Journal

Table 16 Lagrange Multiplier ARCH Test for SETAR (2, 4, 4) model

From: Modeling inflation rate factors on present consumption price index in Ethiopia: threshold autoregressive models approach

Order

1

2

3

4

ARCH-LM Test

257.5

121.4

71.7

49.3

P value

 < 0.001

 < 0.001

 < 0.001

 < 0.001

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