VEC Residual serial correlation L.M. tests | Lags | LM-stat. | Prob. |
| 1 | 70.39762 | 0.2722 |
| 2 | 63.00432 | 0.5117 |
VEC Residual heteroskedasticity tests (Joint test): No cross terms | |||
| Chi-sq | df | Prob. |
Without Cross-terms | 659.7478 | 648 | 0.3658 |