Table 3 System residual portmanteau... | Emerald Publishing

Table 3

System residual portmanteau tests for autocorrelations

Null hypothesis: no residual autocorrelations up to lag h
Lags	Q-stat	Prob	Adj Q-Stat	Prob	Df
1	254.36	0.00	254.98	0.00	64
2	387.98	0.00	389.25	0.00	128
3	468.51	0.00	470.37	0.00	192
4	548.97	0.00	551.61	0.00	256
5	628.95	0.00	632.57	0.00	320
6	726.44	0.00	731.51	0.00	384
7	820.25	0.00	826.93	0.00	448
8	876.27	0.00	884.06	0.00	512
9	949.26	0.00	958.67	0.00	576
10	1021.14	0.00	1032.33	0.00	640
11	1090.60	0.00	1103.69	0.00	704
12	1152.99	0.00	1167.95	0.00	768

Null hypothesis: no residual autocorrelations up to lag h
Lags	Q-stat	Prob	Adj Q-Stat	Prob	Df
1	254.36	0.00	254.98	0.00	64
2	387.98	0.00	389.25	0.00	128
3	468.51	0.00	470.37	0.00	192
4	548.97	0.00	551.61	0.00	256
5	628.95	0.00	632.57	0.00	320
6	726.44	0.00	731.51	0.00	384
7	820.25	0.00	826.93	0.00	448
8	876.27	0.00	884.06	0.00	512
9	949.26	0.00	958.67	0.00	576
10	1021.14	0.00	1032.33	0.00	640
11	1090.60	0.00	1103.69	0.00	704
12	1152.99	0.00	1167.95	0.00	768

Note(s): *The test is valid only for lags larger than the system lag order

*Df is degrees of freedom for (approximate) chi-square distribution

Source(s): Table by the author