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

Table 12

Sign bias asymmetry test results for inflation series.

Test	ARCH(1)
Sign bias	(0.4631)
Negative size bias	7 (0.6399)
Positive size bias	0.008876 (0.0000)
Joint test ()	28.3151 ()

Values between brackets represent the significant level.