Null hypothesis: no serial correlation at lag order h | ||
Sample: 1/04/2007 12/30/2009 | ||
Included observations: 668 | ||
Lags | LM-Stat | Prob. |
1 | 23.51187 | 0.1007 |
2 | 15.64244 | 0.4782 |
3 | 19.52473 | 0.2424 |
4 | 24.87558 | 0.0720 |
5 | 22.49461 | 0.1279 |
6 | 23.30188 | 0.1059 |
Probs from chi-square with 16 df. |