Page 35 - Azerbaijan State University of Economics

THE JOURNAL OF ECONOMIC SCIENCES: THEORY AND PRACTICE, V.79, # 2, 2022, pp. 19-36
ANNEX A2. Heteroskedasticity Test: Breusch-Pagan-Godfrey

Heteroskedasticity Test: Breusch-Pagan-
Godfrey*

F-statistic 0.812855 Prob. F(4,31) 0.5267
Obs*R-squared 3.417409 Prob. Chi-Square(4) 0.4905
Scaled explained SS 1.670220 Prob. Chi-Square(4) 0.7961

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

ANNEX A3. Augmented Dickey-Fuller test statistic*

Null Hypothesis: RESID01 has a
unit root
Exogenous: Constant

Lag Length: 7 (Automatic - based on SIC, max
lag=9)

t-Statistic rob.*

Augmented Dickey-Fuller test -3.947357
statistic 0.0054

Test critical values: 1% level -3.689194

5% level -2.971853

10% level -2.625121

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

ANNEX A4. Normality test*
6
Series: Residuals
Sample 13 48
5 Observations 36
4 Mean -4.349970
Median -7.105111
Maximum 64.86794
3 Minimum -89.84513
Std. Dev. 38.60898
Skewness -0.094030
2 Kurtosis 2.450703
1 Jarque-Bera 0.505641
Probability 0.776607
0
-80 -60 -40 -20 0 20 40 60
* Note: Result of test concerning to the Polynomial Regression Assessment of the
Relationship between the Profit of the Banking Sector and the Interest Burden for the case
study of Azerbaijan

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