Lags | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 |
LM-Stat | 27.67 | 46.78 | 37.59 | 42.81 | 40.39 | 37.44 | 29.65 | 37.52 | 39.94 | 28.49 | 38.45 | 31.04 |
Prob | 0.839 | 0.108 | 0.40 | 0.216 | 0.282 | 0.403 | 0.763 | 0.398 | 0.299 | 0.809 | 0.359 | 0.703 |