Null hypothesis: No serial correlation at lag h | ||||||
Lag | LRE* stat | df | Prob. | Rao F-stat | df | Prob. |
1 | 26.81364 | 25 | 0.3653 | 1.092345 | (25, 57.2) | 0.3803 |
2 | 26.04318 | 25 | 0.4053 | 1.054649 | (25, 57.2) | 0.4204 |