Table 2 - Statistical Values of the Goodness-of-Fit Test
Excel | CSV
| Standard
error |
5.17E-02 |
4.43E-02 |
4.39E-02 |
3.75E-02 |
7.61E-02 |
8.00E-02 |
| Normality |
5.92 |
0.12 |
3.92 |
2.31 |
2.52 |
0.61 |
| Heteroskedasticity |
0.51 |
0.37 |
1.62 |
0.51 |
0.44 |
0.31 |
| Durbin-Watson |
1.98 |
1.92 |
1.89 |
1.89 |
1.51 |
1.78 |
| Box-Ljung |
11.20* |
6.45 |
7.59 |
12.84* |
5.40 |
7.64 |
| R-squared |
0.36 |
0.64 |
0.63 |
0.34 |
0.51 |
0.48 |
Key: * = p-value < 0.1.
Note: For definitions, see the appendix.
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