Table 9 C–H test.

From: Value-added-tax rate increases: A comparative study using difference-in-difference with an ARIMA modeling approach

HQ: q = Q (seriallyــuncorrelated)

H0:

q = Q (seriallyــuncorrelated)

HA: S.C. present at range specified

HA:

S.C. present at

Lag-specified

lags

chi2

df

p-val

lag

chi2

df

p-val

1- 1

2.439

1

0.1183

1

2.439

1

0.1183

1- 2

13.900

2

0.0010

2

5.455

1

0.0195

1- 3

13.925

3

0.0030

3

0.093

1

0.7599

1–4

14.065

4

0.0071

4

0.511

1

0.4746

  1. Test robust to heteroskedasticity.
Back to article page