*** Mon, 25 Jul 2016 10:05:54 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           48.8795 
 p-value:                 0.5184  
adjusted test statistic:  53.9964 
 p-value:                 0.3243  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 10:05:54 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             41.7097 
 p-value:                 0.0030  
 df:                      20.0000 

*** Mon, 25 Jul 2016 10:05:54 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     2.6293  
 p-value:                 0.6216  
degrees of freedom:       4.0000  
skewness only:            2.2140  
 p-value:                 0.3306  
kurtosis only:            0.4153  
 p-value:                 0.8125  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     2.3763  
 p-value:                 0.6669  
degrees of freedom:       4.0000  
skewness only:            2.1432  
 p-value:                 0.3425  
kurtosis only:            0.2331  
 p-value:                 0.8900  

*** Mon, 25 Jul 2016 10:05:54 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              2.1830     0.3357          0.3524     3.1089   
u2              0.5265     0.7685          0.0020     3.3502   

*** Mon, 25 Jul 2016 10:05:54 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              12.0814    0.7384          0.8769     0.5971   
u2              26.0997    0.0526          2.3303     0.0081   

*** Mon, 25 Jul 2016 10:05:54 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   62.4334 
 p-value(chi^2):          0.0435  
 degrees of freedom:      45.0000 

