*** Fri, 7 Oct 2016 13:03:06 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)
Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 150.
tested order:             16 
test statistic:           109.2188 
 p-value:                 0.4491  
adjusted test statistic:  114.6298 
 p-value:                 0.3130  
degrees of freedom:       108.0000 

*** Fri, 7 Oct 2016 13:03:06 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags
Reference: Doornik (1996), LM test and LMF test (with F-approximation)
LM statistic:             50.8056 
 p-value:                 0.2556  
 df:                      45.0000 
LMF statistic:            1.0662  
 p-value:                 0.3614  
 df1:                     45.0000 
 df2:                     505.0000 

*** Fri, 7 Oct 2016 13:03:06 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     78.5845 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            8.0544  
 p-value:                 0.0449  
kurtosis only:            70.5301 
 p-value:                 0.0000  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     39.3298 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            2.7843  
 p-value:                 0.4261  
kurtosis only:            36.5456 
 p-value:                 0.0000  

*** Fri, 7 Oct 2016 13:03:06 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              19.9339    0.0000         -0.2845     4.4424   
u2              5.8476     0.0537          0.2463     3.6802   
u3              51.4284    0.0000         -0.3003     5.4169   

*** Fri, 7 Oct 2016 13:03:06 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              9.7285     0.8804          0.6422     0.8458   
u2              22.5410    0.1266          1.6067     0.0718   
u3              19.1264    0.2622          1.3349     0.1815   

*** Fri, 7 Oct 2016 13:03:06 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   285.2274 
 p-value(chi^2):          0.0000  
 degrees of freedom:      180.0000 

