*** Mon, 25 Jul 2016 11:45:40 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           47.3477 
 p-value:                 0.5804  
adjusted test statistic:  52.2349 
 p-value:                 0.3872  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 11:45:40 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             23.8022 
 p-value:                 0.2511  
 df:                      20.0000 

*** Mon, 25 Jul 2016 11:45:40 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     0.7086  
 p-value:                 0.9503  
degrees of freedom:       4.0000  
skewness only:            0.1543  
 p-value:                 0.9257  
kurtosis only:            0.5543  
 p-value:                 0.7579  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     0.5669  
 p-value:                 0.9667  
degrees of freedom:       4.0000  
skewness only:            0.1378  
 p-value:                 0.9334  
kurtosis only:            0.4292  
 p-value:                 0.8069  

*** Mon, 25 Jul 2016 11:45:40 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              0.1374     0.9336          0.0895     3.0024   
u2              0.7101     0.7011         -0.0000     3.4068   

*** Mon, 25 Jul 2016 11:45:40 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              18.5181    0.2944          1.4703     0.1362   
u2              27.1756    0.0396          2.4700     0.0050   

*** Mon, 25 Jul 2016 11:45:40 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   73.2472 
 p-value(chi^2):          0.0049  
 degrees of freedom:      45.0000 

