*** Mon, 25 Jul 2016 13:50:25 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           47.5281 
 p-value:                 0.5731  
adjusted test statistic:  53.1533 
 p-value:                 0.3537  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 13:50:25 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             14.4240 
 p-value:                 0.8084  
 df:                      20.0000 

*** Mon, 25 Jul 2016 13:50:25 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     2.1499  
 p-value:                 0.7082  
degrees of freedom:       4.0000  
skewness only:            0.3098  
 p-value:                 0.8565  
kurtosis only:            1.8401  
 p-value:                 0.3985  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     1.8898  
 p-value:                 0.7560  
degrees of freedom:       4.0000  
skewness only:            0.3385  
 p-value:                 0.8443  
kurtosis only:            1.5513  
 p-value:                 0.4604  

*** Mon, 25 Jul 2016 13:50:25 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              0.4993     0.7791         -0.0475     2.6724   
u2              1.9942     0.3690         -0.1221     3.6364   

*** Mon, 25 Jul 2016 13:50:25 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              14.6214    0.5525          1.0984     0.3735   
u2              26.1501    0.0520          2.3368     0.0079   

*** Mon, 25 Jul 2016 13:50:25 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   74.6546 
 p-value(chi^2):          0.0036  
 degrees of freedom:      45.0000 

