VAR Residual Serial Correlation LM Tests | ||
Null Hypothesis: no serial correlation at lag order h | ||
Sample: 1981 2015 | ||
Included observations: 33 | ||
Lags | LM-Stat | Prob |
1 | 10.57514 | 0.3060 |
2 | 12.02533 | 0.2119 |
Probs from chi-square with 9 df. |