Breusch-Godfrey Serial Correlation M Test

F-statistic

7.034077

Prob. F (2, 23)

0.0041

Obs" R-squared

10.62660

Prob. Chi-Square (2)

0.0049

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 06/09/22 Time: 13:04 Sample: 1 28 Included observations: 28 Presample missing value lagged residuals set to zero.

Variable

Coefficient

Std. Error

1-Statistic

Prob.

C

−0.570422

1.521506

−0.374906

0.7112

LNX2

0.002659

0.017903

0.148514

0.8832

LNX3

0.117819

0.310969

0.378875

0.7083

RESID (−1)

0.735160

0.201860

3.641927

0.0014

RESID (−2)

−0.260400

0.207583

−1.25445

0.2223

R-squared

0.379521

Mean dependent var

3.81E−15

Adjusted R-squared

0.271612

S.D. dependent var

0.087699

S.E. of regression

0.074847

Akaike info criterion

−2.186307

Sum squared resid

0.128848

Schwarz criterion

−1.948413

Log likelihood

35.60829

Hannan-Quinn criter.

−2.113580

F-statistic

3.517038

Durbin-Watson stat

1.911927

Prob (F-statistic)

0.022176