Null hypothesis: No serial correlation at lag h

Lag

LRE* stat

df

Prob.

Rao F-stat

df

Prob.

1

26.81364

25

0.3653

1.092345

(25, 57.2)

0.3803

2

26.04318

25

0.4053

1.054649

(25, 57.2)

0.4204