*** Fri, 7 Oct 2016 13:04:53 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)
Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 150.
tested order:             16 
test statistic:           108.1183 
 p-value:                 0.4787  
adjusted test statistic:  113.5296 
 p-value:                 0.3390  
degrees of freedom:       108.0000 

*** Fri, 7 Oct 2016 13:04:53 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags
Reference: Doornik (1996), LM test and LMF test (with F-approximation)
LM statistic:             50.1452 
 p-value:                 0.2767  
 df:                      45.0000 
LMF statistic:            1.0420  
 p-value:                 0.4016  
 df1:                     45.0000 
 df2:                     499.0000 

*** Fri, 7 Oct 2016 13:04:53 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     87.7787 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            9.5406  
 p-value:                 0.0229  
kurtosis only:            78.2381 
 p-value:                 0.0000  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     47.1375 
 p-value:                 0.0000  
degrees of freedom:       6.0000  
skewness only:            4.1429  
 p-value:                 0.2464  
kurtosis only:            42.9945 
 p-value:                 0.0000  

*** Fri, 7 Oct 2016 13:04:53 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              24.0615    0.0000         -0.3235     4.5759   
u2              4.3888     0.1114          0.2430     3.5413   
u3              53.4128    0.0000         -0.3149     5.4587   

*** Fri, 7 Oct 2016 13:04:53 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              9.5118     0.8909          0.6271     0.8588   
u2              23.3007    0.1059          1.6688     0.0572   
u3              19.2513    0.2558          1.3447     0.1759   

*** Fri, 7 Oct 2016 13:04:53 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   280.5029 
 p-value(chi^2):          0.0000  
 degrees of freedom:      180.0000 

