VAR Residual Serial Correlation LM Tests
Null Hypothesis: no serial correlation at lag order h
Date: 05/16/16 Time: 13:36
Sample: 1 383
Included observations: 381
Lags LM-Stat Prob
1 9.500095 0.0497
2 13.63100 0.0086
3 5.823728 0.2127
4 10.03437 0.0399
5 5.989408 0.1999
6 0.325155 0.9881
7 18.97839 0.0008
8 7.329121 0.1195
9 2.299476 0.6809
10 10.14446 0.0381
11 0.888002 0.9263
12 8.571978 0.0727


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