Table 3 VAR residual serial correlation...

Table 3

VAR residual serial correlation LM tests

Null hypothesis: no serial correlation at lag order h
Included observations: 1,071
Lags	LM-Stat	Prob
1	54.46286	0.0000
2	31.35285	0.0121

Null hypothesis: no serial correlation at lag order h
1	54.46286	0.0000
2	31.35285	0.0121

Note(s): Probs from chi-square with 16 df

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