Agriculture; hunting; forestry & fishing

Construction

Manufacturing

Mining; manufacturing

& utilities

Transport; storage & communications

Wholesale; retail trade; restaurants & hotels

LM lag

173.0848

(0.0000)

621.7625

(0.0000)

157.3384

(0.0000)

186.3003

(0.0000)

469.0918

(0.0000)

196.3504

(0.0000)

LM error

120.0682

(0.0000)

171.5598

(0.0000)

132.7078

(0.0000)

149.3326

(0.0000)

218.9081

(0.0000)

157.9386

(0.0000)