Null hypothesis: No Serial Correlation at lag h | ||||||
Lag | LRE*stat | df | Prob. | Rao F-stat | df | Prob. |
1 2 3 | 18.16938 10.39754 13.24035 | 16 16 16 | 0.3141 0.8451 0.6551 | 1.163029 0.633466 0.821301 | (16, 74.0) (16, 74.0) (16, 74.0) | 0.3174 0.8465 0.6578 |