Lags | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 |
LM-Stat | 46.52 | 36.33 | 34.71 | 37.29 | 23.40 | 30.69 | 29.95 | 36.48 | 45.94 | 30.42 | 33.45 | 28.81 |
Prob | 0.11 | 0.45 | 0.53 | 0.41 | 0.95 | 0.72 | 0.75 | 0.45 | 0.12 | 0.73 | 0.59 | 0.80 |