Table 6 LM test results
TEST | MI/DF | VALUE | PROB |
---|---|---|---|
Moran’s I (error) | 0.0694 | 3.5171 | 0.00102** |
Lagrange Multiplier (lag) | 1 | 9.0684 | 0.80816 |
Robust LM (lag) | 1 | 0.3205 | 0.00722** |
Lagrange Multiplier (error) | 1 | 8.8056 | 0.04505* |
Robust LM (error) | 1 | 0.0577 | 0.00083*** |
Lagrange Multiplier (SARMA) | 2 | 9.1261 | 0.00363** |