*** Mon, 25 Jul 2016 13:46:16 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           47.3961 
 p-value:                 0.5785  
adjusted test statistic:  52.9667 
 p-value:                 0.3604  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 13:46:16 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             15.6596 
 p-value:                 0.7375  
 df:                      20.0000 

*** Mon, 25 Jul 2016 13:46:16 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     2.3854  
 p-value:                 0.6653  
degrees of freedom:       4.0000  
skewness only:            0.2816  
 p-value:                 0.8687  
kurtosis only:            2.1038  
 p-value:                 0.3493  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     2.1178  
 p-value:                 0.7141  
degrees of freedom:       4.0000  
skewness only:            0.3071  
 p-value:                 0.8577  
kurtosis only:            1.8107  
 p-value:                 0.4044  

*** Mon, 25 Jul 2016 13:46:16 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              0.5789     0.7487         -0.0320     2.6383   
u2              2.1556     0.3403         -0.1199     3.6669   

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

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              15.5911    0.4818          1.1872     0.2999   
u2              26.4160    0.0484          2.3709     0.0070   

*** Mon, 25 Jul 2016 13:46:16 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   77.5396 
 p-value(chi^2):          0.0018  
 degrees of freedom:      45.0000 

