*** Mon, 25 Jul 2016 13:55:40 ***
PORTMANTEAU TEST (H0:Rh=(r1,...,rh)=0)

tested order:             16 
test statistic:           48.0815 
 p-value:                 0.5507  
adjusted test statistic:  53.8138 
 p-value:                 0.3305  
degrees of freedom:       50.0000 

*** Mon, 25 Jul 2016 13:55:40 ***
LM-TYPE TEST FOR AUTOCORRELATION with 5 lags

LM statistic:             23.5983 
 p-value:                 0.2604  
 df:                      20.0000 

*** Mon, 25 Jul 2016 13:55:40 ***
TESTS FOR NONNORMALITY

Reference: Doornik & Hansen (1994)
joint test statistic:     1.2601  
 p-value:                 0.8681  
degrees of freedom:       4.0000  
skewness only:            0.2625  
 p-value:                 0.8770  
kurtosis only:            0.9976  
 p-value:                 0.6073  

Reference: Lütkepohl (1993), Introduction to Multiple Time Series Analysis, 2ed, p. 153
joint test statistic:     1.0210  
 p-value:                 0.9066  
degrees of freedom:       4.0000  
skewness only:            0.2477  
 p-value:                 0.8835  
kurtosis only:            0.7733  
 p-value:                 0.6793  

*** Mon, 25 Jul 2016 13:55:40 ***
JARQUE-BERA TEST

variable        teststat   p-Value(Chi^2)  skewness   kurtosis  
u1              0.5868     0.7457          0.0939     2.6815   
u2              1.1219     0.5707         -0.0883     3.4798   

*** Mon, 25 Jul 2016 13:55:40 ***
ARCH-LM TEST with 16 lags

variable        teststat   p-Value(Chi^2)  F stat     p-Value(F)
u1              15.5197    0.4870          1.1806     0.3050   
u2              26.9092    0.0425          2.4350     0.0056   

*** Mon, 25 Jul 2016 13:55:40 ***
MULTIVARIATE ARCH-LM TEST with 5 lags

VARCHLM test statistic:   73.4831 
 p-value(chi^2):          0.0047  
 degrees of freedom:      45.0000 

