检验方法

Chi/X-squared

df

p值

LM检验

0.04346

1

0.8349

0.39156

2

0.8222

0.60786

3

0.8946

0.63078

4

0.9596

0.79565

5

0.9773

Portmanteau Q检验

0.04332

1

0.8351

0.37205

2

0.8303

0.56682

3

0.9040

0.5887

4

0.9643

0.64414

5

0.9859