Portmanteau-Q test | Lagrange-Multiplier test | ||||
order | PQ | p.value | order | LM | p.value |
4 | 27.4 | 1.63e−05 | 4 | 48690 | 0 |
8 | 37.0 | 1.14e−05 | 8 | 21738 | 0 |
12 | 39.5 | 8,58e−05 | 12 | 14309 | 0 |
16 | 40.1 | 7.55e−04 | 16 | 10680 | 0 |
20 | 40.8 | 4.01e−03 | 20 | 8522 | 0 |
24 | 41.0 | 1.68e−02 | 24 | 7071 | 0 |