Null hypothesis: no serial correlation at lag order h

Sample: 1/04/2007 12/30/2009

Included observations: 668

Lags

LM-Stat

Prob.

1

23.51187

0.1007

2

15.64244

0.4782

3

19.52473

0.2424

4

24.87558

0.0720

5

22.49461

0.1279

6

23.30188

0.1059

Probs from chi-square with 16 df.