*** Mon, 25 Jul 2016 13:46:58 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           47.6914 
 p-value:                 0.5665  
adjusted test statistic:  52.6457 
 p-value:                 0.3720  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 13:46:58 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             23.0235 
 p-value:                 0.2876  
 df:                      20.0000 

*** Mon, 25 Jul 2016 13:46:58 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     0.6397  
 p-value:                 0.9586  
degrees of freedom:       4.0000  
skewness only:            0.1148  
 p-value:                 0.9442  
kurtosis only:            0.5248  
 p-value:                 0.7692  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     0.5085  
 p-value:                 0.9727  
degrees of freedom:       4.0000  
skewness only:            0.1036  
 p-value:                 0.9495  
kurtosis only:            0.4049  
 p-value:                 0.8167  

*** Mon, 25 Jul 2016 13:46:58 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              0.0980     0.9522          0.0756     3.0028   
u2              0.6770     0.7128         -0.0133     3.3963   

*** Mon, 25 Jul 2016 13:46:58 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              19.1284    0.2621          1.5325     0.1129   
u2              26.9344    0.0422          2.4383     0.0055   

*** Mon, 25 Jul 2016 13:46:58 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   73.4375 
 p-value(chi^2):          0.0047  
 degrees of freedom:      45.0000 

