Cameroon

Lagrange-multiplier test

lag

chi2

df

prob > chi2

1

31.6732

16

0.01103

2

21.6882

16

0.15355

H0: no autocorrelation at lag order

Eigenvalue stability condition

Eigenvalue

Modulus

0.9189924

0.918992

0.7475098

+0.2722537i

0.795546

0.7475098

−0.2722537i

0.795546

−0.148808

+0.5395478i

0.559692