| 检验方法 | Expy | |
| 统计量值 | P值 | |
| LM-lag | 531.229 | 0.000 |
| LM-error | 415.937 | 0.000 |
| Robust LM-lag | 123.933 | 0.000 |
| Robust LM-error | 8.641 | 0.003 |
| LR-lag | 49.35 | 0.000 |
| LR-error | 70.59 | 0.000 |
| Wald-lag | 45.83 | 0.000 |
| Wald-error | 36.5 | 0.000 |
| Hausman | 27.01 | 0.012 |
| LR-time | 146.75 | 0.000 |
| LR-ind | 86.45 | 0.000 |