Model | Standardized Residuals | Standardized Squared Residuals | |||||||
Lag | Weighted LB | p-value | Lag | Weighted LB | p-value | Lag | Weighted ARCH-LM | p-value | |
ARIMA (2,1,1)-GARCH (2,0)-std | 1 | 0.0001 | 0.9903 | 1 | 0.0004 | 0.9835 | 3 | 0.0004 | 0.9835 |
8 | 0.0007 | 1.0000 | 5 | 0.0012 | 1.0000 | 5 | 0.0010 | 1.0000 | |
14 | 0.0011 | 1.0000 | 9 | 0.0021 | 1.0000 | 7 | 0.0015 | 1.0000 |