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Future Business Journal

Table 6 ARCH-LM test For The Squared Residuals of ARMA (1,1)

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

Testing type

Test statistic

P value

F-test

14.550

 < 0.001

Obs*r-squared (LM Test)

14.020

 < 0.001

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