想问请教下,我的VAR模型是二维变量,为什么RUN LM RESIDUAL TEST只有一维的?应该也有两组数组啊。。。
varlmar, mlag(4)
Lagrange-multiplier test
+--------------------------------------+
| lag | chi2 df Prob > chi2 |
|------+-------------------------------|
| 1 | 3.0521 4 0.54915 |
| 2 | 4.5068 4 0.34174 |
| 3 | 7.7669 4 0.10050 |
| 4 | 11.4236 4 0.02219 |
+--------------------------------------+
H0: no autocorrelation at lag order