Mathematical Problems in Engineering / 2014 / Article / Tab 12

Research Article

Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013)

Table 12

Sign bias asymmetry test results for inflation series.

TestARCH(1)

Sign bias (0.4631)
Negative size bias 7 (0.6399)
Positive size bias0.008876 (0.0000)
Joint test ()28.3151 ()

Values between brackets represent the significant level.