This function tests the homeskedasticity assumption for the residuals of the endogenous variables in the specified VAR model. This function implements the portmanteau squared test known as the Ljung-Box test, and results are comparable with STATA's
wntestq. Of the p-levels resulting from assessing the homeskedasticity assumption for the squared residuals of that variable, the minimum is returned.
This function returns a p-level.
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