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  • Tests ARDL

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    Amine Margoum
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    Tests ARDL.txt

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    5 views1 page

    Tests ARDL

    Uploaded by

    Amine Margoum

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as txt, pdf, or txt
    of 1

    LM TEST

    Null hypothesis : The null hypothesis of the LM test is that there is no serial
    correlation up to lag order ,

    Normality test
    null hypothesis of normally distributed errors.

    Breusch-Pagan-Godfrey (BPG)
    null hypothesis of no heteroskedasticity

    ramsey reset test


    he null hypothesis which states that the functional form is correctly specified.

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