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