Model | Standardized Residuals | Standardized Squared Residuals | |||||||
Lag | Weighted LB | p-value | Lag | Weighted LB | p-value | Lag | Weighted ARCH-LM | p-value | |
ARIMA (1,1,0)-EGARCH (1,1)-std | 1 | 0.0007 | 0.979 | 1 | 0.0010 | 0.9746 | 3 | 0.0010 | 0.9747 |
2 | 0.0011 | 1.0000 | 5 | 0.0030 | 1.0000 | 5 | 0.0024 | 0.9999 | |
5 | 0.0065 | 1.0000 | 9 | 0.0051 | 1.0000 | 7 | 0.0036 | 1.0000 |