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