VAR Residual Serial Correlation LM Tests Null Hypothesis: no serial correlation at lag order h Date: 09/08/20 Time: 18:14 Sample: 1970 2018 Included observations: 33 | ||
Lags | LM-Stat | Prob |
1 | 34.47438 | 0.5412 |
2 | 41.97078 | 0.2279 |
3 | 36.56728 | 0.4423 |