The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 8 Diagnostic tests
From: Smooth transition regression model relating inflation to economic growth in Tunisia
No remaining non-linearity test | ||||
|---|---|---|---|---|
Transition variable | F1 | F2 | F3 | F4 |
 Inflation | 0.227 | 0.340 | 0.645 | 0.983 |
Constancy parameter test | ||||
|---|---|---|---|---|
Transition function hypothesis | F test | p value | ||
 H1 | 0.631 | 0.797 | ||
 H2 | 0.520 | 0.923 | ||
Heteroscedasticity, serial correlation and normality tests | ||||
|---|---|---|---|---|
Tests | Chi-square value | p value | ||
 ARCH LM-test | 6.422 | 0.600 | ||
 LM-test | 0.933 | 0.501 | ||
 JB test | 14.723 | 0.000 | ||