*** Fri, 7 Oct 2016 13:03:56 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)
Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 150.
tested order:             16 
test statistic:           112.7721 
 p-value:                 0.3575  
adjusted test statistic:  118.4273 
 p-value:                 0.2318  
degrees of freedom:       108.0000 

*** Fri, 7 Oct 2016 13:03:56 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags
Reference: Doornik (1996), LM test and LMF test (with F-approximation)
LM statistic:             56.9945 
 p-value:                 0.1083  
 df:                      45.0000 
LMF statistic:            1.1906  
 p-value:                 0.1917  
 df1:                     45.0000 
 df2:                     496.0000 

*** Fri, 7 Oct 2016 13:03:56 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     75.0261 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            8.7314  
 p-value:                 0.0331  
kurtosis only:            66.2947 
 p-value:                 0.0000  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     32.5281 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            1.8515  
 p-value:                 0.6038  
kurtosis only:            30.6767 
 p-value:                 0.0000  

*** Fri, 7 Oct 2016 13:03:57 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              13.6053    0.0011         -0.2267     4.1980   
u2              5.9939     0.0499          0.3008     3.6008   
u3              48.6717    0.0000         -0.2748     5.3596   

*** Fri, 7 Oct 2016 13:03:57 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              8.2197     0.9421          0.5379     0.9237   
u2              25.7500    0.0576          1.8729     0.0262   
u3              19.1633    0.2603          1.3378     0.1798   

*** Fri, 7 Oct 2016 13:03:57 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   283.5096 
 p-value(chi^2):          0.0000  
 degrees of freedom:      180.0000 

