Null hypothesis: No Serial Correlation at lag h

Lag

LRE*stat

Df

Prob.

Rao F-stat

df

Prob.

1

2

3

18.16938

10.39754

13.24035

16

16

16

0.3141

0.8451

0.6551

1.163029

0.633466

0.821301

(16, 74.0)

(16, 74.0)

(16, 74.0)

0.3174

0.8465

0.6578