Page 36 - Azerbaijan State University of Economics

Murad Y. Yusıfov: Econometrıc Assessment Of Optımal Interest Burden: Case Study For Azerbaıjan

ANNEX B

ANNEX B1. Heteroskedasticity Test: Breusch-Pagan-Godfrey

Heteroskedasticity
Test: Breusch-Pagan-
Godfrey**

F-statistic 1.329063 Prob. F(6,23) 0.2845
Obs*R-squared 7.723523 Prob. Chi-Square(6) 0.2591
Scaled explained SS 3.641414 Prob. Chi-Square(6) 0.7251

** Note: Result of test concerning to the Polynomial Regression Assessment of the
Relationship between the Tax Revenues and the Interest Burden for the case study of
Azerbaijan

ANNEX B2. Augmented Dickey-Fuller test statistic

Null Hypothesis: RESID04 has a
unit root**
Exogenous: Constant

Lag Length: 0 (Automatic - based on SIC,
maxlag=7)

t-Statistic
Prob.*

Augmented Dickey-Fuller test
statistic -4.763734 0.0054

Test critical values: 1% level -3.679322

5% level
-2.967767
10% level -2.622989

** Note: Result of test concerning to the Polynomial Regression Assessment of the
Relationship between the Tax Revenues and the Interest Burden for the case study of Azerbaijan

ANNEX B3. Normality test**
7
Series: Residuals
Sample 7 36
6
Observations 30
5 Mean 1.801010
Median -1.780677
4 Maximum 258.3772
Minimum -240.3828
3 Std. Dev. 116.3083
Skewness 0.323155
Kurtosis 2.903974
2
Jarque-Bera 0.533672
1 Probability 0.765799
0
-250 -200 -150 -100 -50 0 50 100 150 200 250 300
** Note: Result of test concerning to the Polynomial Regression Assessment of the Relationship
between the Tax Revenues and the Interest Burden for the case study of Azerbaijan

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