VAR残差的怀特异方差检验

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各位大虾好，我构建了一个VAR模型，进行残差的异方差检验结果如下
VAR Residual Heteroskedasticity Tests: No Cross Terms (only levels and squares)     
Date: 05/14/11   Time: 13:45     
Sample: 1978 2009     
Included observations: 26     
     
     
   Joint test:     
     
Chi-sq df Prob.   
     
308.4965 300  0.3554   
     
     
   Individual components:     
     
Dependent R-squared F(20,5) Prob. Chi-sq(20) Prob.
     
res1*res1  0.645196  0.454615  0.9051  16.77511  0.6675
res2*res2  0.605438  0.383614  0.9431  15.74139  0.7325
res3*res3  0.940674  3.964008  0.0663  24.45753  0.2230
res4*res4  0.950868  4.838358  0.0442  24.72257  0.2123
res5*res5  0.922444  2.973497  0.1151  23.98356  0.2431
res2*res1  0.544178  0.298460  0.9767  14.14864  0.8229
res3*res1  0.828458  1.207366  0.4555  21.53990  0.3660
res3*res2  0.625983  0.418418  0.9255  16.27555  0.6994
res4*res1  0.817873  1.122669  0.4942  21.26470  0.3817
res4*res2  0.712665  0.620064  0.7976  18.52928  0.5526
res4*res3  0.987097  19.12541  0.0020  25.66452  0.1772
res5*res1  0.647071  0.458357  0.9030  16.82384  0.6644
res5*res2  0.616573  0.402014  0.9340  16.03089  0.7147
res5*res3  0.954562  5.251942  0.0372  24.81860  0.2085
res5*res4  0.896917  2.175226  0.1986  23.31984  0.2734
     
请问，判断结果是根据上面那个联合检验结果吗？依据是什么？谢谢

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关键词：异方差检验 方差检验 VaR 异方差 observations 方差 VaR 检验 残差 特异

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