统计量的值

P值

Lag [1]

0.004587

0.9460

$\text{Lag}\left[\text{2}*\left(\text{p}+\text{q}\right)+\left(\text{p}+\text{q}\right)-\text{1}\right]$ [5]

0.034013

0.9998

$\text{Lag}\left[\text{4}*\left(\text{p}+\text{q}\right)+\left(\text{p}+\text{q}\right)-\text{1}\right]$ [9]

0.114961

1.0000