Congo | |||
Lagrange-multiplier test | |||
lag | chi2 | df | prob > chi2 |
1 | 24.9525 | 16 | 0.07067 |
2 | 17.0554 | 16 | 0.38202 |
H0: no autocorrelation at lag order | |||
Eigenvalue stability condition | |||
Eigenvalue | Modulus | ||
0.8437228 | 0.843723 | ||
0.6809593 | 0.680959 | ||
0.5804802 | +0.269139i | 0.639838 | |
0.5804802 | −0.269139 | 0.639838 | |
−0.4233051 | 0.423305 | ||
−0.1194372 | +0.3480671i | 0.367989 | |
−0.1194372 | −0.3480671 | 0.367989 | |
−0.2373855 | 0.237386 | ||
All the eigenvalues lie inside the unit circle | |||
VAR satisfies stability condition |