highly significantp -value < 0.0001
For the total cases, the test statistics of both LM-lag and LM-error were highly significant, whereas Robust LM-error ( p -value < 0.0001) was more significant than that of Robust LM-lag ( p -value = 0.0003).
For the total cases, the test statistics of both LM-lag and LM-error were highly significant, whereas Robust LM-error ( p -value < 0.0001) was more significant than that of Robust LM-lag ( p -value = 0.0003).