Congo

Lagrange-multiplier test

lag

chi2

df

prob > chi2

1

24.9525

16

0.07067

2

17.0554

16

0.38202

H0: no autocorrelation at lag order

Eigenvalue stability condition

Eigenvalue

Modulus

0.8437228

0.843723

0.6809593

0.680959

0.5804802

+0.269139i

0.639838

0.5804802

−0.269139

0.639838

−0.4233051

0.423305

−0.1194372

+0.3480671i

0.367989

−0.1194372

−0.3480671

0.367989

−0.2373855

0.237386

All the eigenvalues lie inside the unit circle

VAR satisfies stability condition