VAR Residual Serial Correlation LM Tests | ||
Lags | LM-Stat | Prob |
1 | 30.73 | 0.0146 |
2 | 33.17 | 0.007 |
3 | 16.86 | 0.395 |
4 | 19.75 | 0.2317 |
5 | 9.55 | 0.89 |
Probs from chi-square with 16 df. |