*** Fri, 7 Oct 2016 13:04:33 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)
Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 150.
tested order:             16 
test statistic:           113.6746 
 p-value:                 0.3355  
adjusted test statistic:  119.4159 
 p-value:                 0.2130  
degrees of freedom:       108.0000 

*** Fri, 7 Oct 2016 13:04:33 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags
Reference: Doornik (1996), LM test and LMF test (with F-approximation)
LM statistic:             50.4880 
 p-value:                 0.2656  
 df:                      45.0000 
LMF statistic:            1.0343  
 p-value:                 0.4149  
 df1:                     45.0000 
 df2:                     493.0000 

*** Fri, 7 Oct 2016 13:04:33 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     84.2349 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            10.1638 
 p-value:                 0.0172  
kurtosis only:            74.0711 
 p-value:                 0.0000  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     36.3134 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            2.2185  
 p-value:                 0.5283  
kurtosis only:            34.0949 
 p-value:                 0.0000  

*** Fri, 7 Oct 2016 13:04:33 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              13.5542    0.0011         -0.2252     4.1966   
u2              5.9071     0.0522          0.3103     3.5722   
u3              51.1882    0.0000         -0.3042     5.4090   

*** Fri, 7 Oct 2016 13:04:33 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              8.2029     0.9426          0.5367     0.9244   
u2              26.2402    0.0507          1.9145     0.0222   
u3              19.1961    0.2586          1.3404     0.1784   

*** Fri, 7 Oct 2016 13:04:33 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   274.5865 
 p-value(chi^2):          0.0000  
 degrees of freedom:      180.0000 

