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 |