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Table 7 ARDL model long-run diagnostic test

From: Renewable energy, energy efficiency, and eco-friendly environment (R-E5) in Nigeria

S/number

Diagnostic tests

LM test

F test

A

Serial correlation

CHSQ(2) 0.5264 (0.3468)

1.2272 (0.3685)

B

Functional form

CHSQ(1) 0.0771 (0.7813)

0.1286 (0.9019)

C

Normality

CHSQ(1) 0.8131 (0.6659)

Not applicable

D

Heteroskedasticity

CHSQ(1) 2.6023 (0.1193)

2.5455 (0.1106)

  1. A represents the Lagrange multiplier test of residual serial correlation, B the Ramsey’s RESET test using the square of the fitted values, C based on a test of skewness and kurtosis of residuals, and D based on the regression of squared residuals on squared fitted values
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Energy, Sustainability and Society

ISSN: 2192-0567

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