This function tests the white noise assumption for the residuals of the endogenous variables in the specified VAR model. This function implements the portmanteau test known as the Ljung-Box test, and results are comparable with STATA's
wntestq. Of the p-levels resulting from assessing the white noise assumption for the residuals of that variable, the minimum is returned.
This function returns a p-level.
1 2 3 4 5
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.