建立VAR之后,想对residual进行autocorrelation test.使用views->residual test -> Portmanteau autocorrelations test 得到结果如下:
Lags Q-Stat Prob. Adj Q-Stat Prob. df
1 0.002730 NA* 0.002732 NA* NA*
2 0.060594 NA* 0.060686 NA* NA*
3 0.150379 NA* 0.150678 NA* NA*
4 0.364588 NA* 0.365549 NA* NA*
5 0.514756 NA* 0.516298 NA* NA*
6 12.09333 0.0167 12.14864 0.0163 4
7 23.54473 0.0027 23.66213 0.0026 8
8 36.84612 0.0002 37.04601 0.0002 12
9 38.59475 0.0012 38.80685 0.0012 16
10 49.79222 0.0002 50.09126 0.0002 20
11 57.88779 0.0001 58.25602 0.0001 24
12 70.07512 0.0000 70.55708 0.0000 28
请问如何解读这个?多大的Prob才能接受H0?是不是它們不是 white noise???
那我該做什么去改進它???
thanks!!!