| Ljung-Box statistic | Stock market | Bond market | Money market | Multivariate model |
| LB-Q (10) LB-Q2 (10) | 14.012 (0.172) 11.527 (0.318) | 7.357 (0.691) 8.836 (0.548) | 7.983 (0.631) 11.228 (0.340) | 97.26806 (0.282) 95.97079 (0.314) |
| LB-Q (20) LB-Q2 (20) | 21.746 (0.354) 20.514 (0.426) | 26.784 (0.141) 24.187 (0.234) | 17.986 (0.588) 20.407 (0.433) | 197.09522 (0.182) 165.92558 (0.766) |