Diagnostics

Lag length

Portmanteau

VAR equation

Jarque-Bera

AIC

HQC

BIC

Tested order: 6

Test stat

Skewness

Kurtosis

5

5

2

18.84

22.36

0.6832

4.7876

16.41

−0.3099

4.8251

VAR coefficients

0.404***

0.684***

0.167

−0.313**

−0.186***

0.379***

−0.173***

−0.004

1.208***

−0.097

−0.325***

−0.227***

0.119

0.042

T

C

0.004

−0.944**

0.016***

1.746***