*** Mon, 25 Jul 2016 11:41:17 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           47.0532 
 p-value:                 0.5924  
adjusted test statistic:  52.6125 
 p-value:                 0.3732  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 11:41:17 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             15.5903 
 p-value:                 0.7417  
 df:                      20.0000 

*** Mon, 25 Jul 2016 11:41:17 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     2.1348  
 p-value:                 0.7110  
degrees of freedom:       4.0000  
skewness only:            0.2728  
 p-value:                 0.8725  
kurtosis only:            1.8620  
 p-value:                 0.3942  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     1.8624  
 p-value:                 0.7610  
degrees of freedom:       4.0000  
skewness only:            0.2989  
 p-value:                 0.8612  
kurtosis only:            1.5636  
 p-value:                 0.4576  

*** Mon, 25 Jul 2016 11:41:17 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              0.5197     0.7712         -0.0429     2.6627   
u2              1.9722     0.3730         -0.1153     3.6375   

*** Mon, 25 Jul 2016 11:41:17 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              14.8383    0.5365          1.1181     0.3563   
u2              26.3504    0.0493          2.3624     0.0072   

*** Mon, 25 Jul 2016 11:41:17 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   75.1732 
 p-value(chi^2):          0.0032  
 degrees of freedom:      45.0000 

