Mathematical Problems in Engineering / 2014 / Article / Tab 8

Research Article

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

Table 8

Heteroskedasticity test results of the squared residuals of the mean equation with structural break for.

Method-statisticsObs. *  -square

Breusch-Pagan-Godfrey2.647475 (0.0045)24.83254 (0.0057)
ARCH(1)*33.88254 (0.0000)29.80427 (0.0000)

The number of lags was determined using AIC criterion.