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Future Business Journal

Table 8 Tsay Test for Nonlinearity

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

Order

1

2

3

4

5

6

7

8

9

10

11

12

F-test

0.37

0.470

3.000

1.870

2.260

2.80

2.680

2.250

1.860

2.020

2.490

2.480

P value

0.540

0.690

 < 0.001

0.04

0.04

 < 0.001

 < 0.001

 < 0.001

0.0007

 < 0.001

 < 0.001

 < 0.001

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