*** Mon, 25 Jul 2016 13:43:33 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           47.2544 
 p-value:                 0.5842  
adjusted test statistic:  52.1375 
 p-value:                 0.3908  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 13:43:33 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             23.9801 
 p-value:                 0.2433  
 df:                      20.0000 

*** Mon, 25 Jul 2016 13:43:33 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     0.7129  
 p-value:                 0.9497  
degrees of freedom:       4.0000  
skewness only:            0.1626  
 p-value:                 0.9219  
kurtosis only:            0.5503  
 p-value:                 0.7595  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     0.5689  
 p-value:                 0.9665  
degrees of freedom:       4.0000  
skewness only:            0.1453  
 p-value:                 0.9299  
kurtosis only:            0.4237  
 p-value:                 0.8091  

*** Mon, 25 Jul 2016 13:43:33 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              0.1450     0.9301          0.0918     3.0065   
u2              0.7066     0.7024         -0.0009     3.4057   

*** Mon, 25 Jul 2016 13:43:33 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              18.6742    0.2859          1.4861     0.1299   
u2              27.1235    0.0401          2.4631     0.0051   

*** Mon, 25 Jul 2016 13:43:33 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   73.0452 
 p-value(chi^2):          0.0051  
 degrees of freedom:      45.0000 

