*** Fri, 7 Oct 2016 13:09:15 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)
Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 150.
tested order:             16 
test statistic:           111.6858 
 p-value:                 0.3847  
adjusted test statistic:  117.3291 
 p-value:                 0.2539  
degrees of freedom:       108.0000 

*** Fri, 7 Oct 2016 13:09:15 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags
Reference: Doornik (1996), LM test and LMF test (with F-approximation)
LM statistic:             51.3776 
 p-value:                 0.2381  
 df:                      45.0000 
LMF statistic:            1.0489  
 p-value:                 0.3901  
 df1:                     45.0000 
 df2:                     490.0000 

*** Fri, 7 Oct 2016 13:09:15 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     87.8036 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            9.3168  
 p-value:                 0.0254  
kurtosis only:            78.4868 
 p-value:                 0.0000  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     40.2734 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            3.1095  
 p-value:                 0.3751  
kurtosis only:            37.1639 
 p-value:                 0.0000  

*** Fri, 7 Oct 2016 13:09:15 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              16.7497    0.0002         -0.2775     4.3084   
u2              4.6787     0.0964          0.2814     3.4976   
u3              52.6188    0.0000         -0.2999     5.4467   

*** Fri, 7 Oct 2016 13:09:15 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              8.0644     0.9469          0.5273     0.9300   
u2              25.1012    0.0681          1.8182     0.0324   
u3              19.3453    0.2512          1.3520     0.1719   

*** Fri, 7 Oct 2016 13:09:15 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   277.0829 
 p-value(chi^2):          0.0000  
 degrees of freedom:      180.0000 

