Orthogonalization: Cholesky (Lutkepohl)

Null Hypothesis: residuals are multivariate normal

Sample: 1981 2015

Included observations: 33

Component

Jarque-Bera

df

Prob.

1

0.674161

2

0.7139

2

2.114385

2

0.3474

3

0.242199

2

0.8859

Joint

3.030745

6

0.8050