*** Fri, 7 Oct 2016 13:04:15 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)
Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 150.
tested order:             16 
test statistic:           110.1008 
 p-value:                 0.4257  
adjusted test statistic:  115.6053 
 p-value:                 0.2908  
degrees of freedom:       108.0000 

*** Fri, 7 Oct 2016 13:04:15 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags
Reference: Doornik (1996), LM test and LMF test (with F-approximation)
LM statistic:             49.5891 
 p-value:                 0.2953  
 df:                      45.0000 
LMF statistic:            1.0343  
 p-value:                 0.4149  
 df1:                     45.0000 
 df2:                     502.0000 

*** Fri, 7 Oct 2016 13:04:15 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     84.2158 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            10.2312 
 p-value:                 0.0167  
kurtosis only:            73.9847 
 p-value:                 0.0000  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     41.7946 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            3.0251  
 p-value:                 0.3878  
kurtosis only:            38.7696 
 p-value:                 0.0000  

*** Fri, 7 Oct 2016 13:04:15 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              19.4703    0.0001         -0.2678     4.4358   
u2              5.6573     0.0591          0.2730     3.6199   
u3              52.1664    0.0000         -0.3199     5.4253   

*** Fri, 7 Oct 2016 13:04:15 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              9.6251     0.8855          0.6350     0.8521   
u2              24.1933    0.0854          1.7424     0.0434   
u3              19.1173    0.2626          1.3342     0.1819   

*** Fri, 7 Oct 2016 13:04:15 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   277.2551 
 p-value(chi^2):          0.0000  
 degrees of freedom:      180.0000 

