Jarque-Bera统计量 是这个吗？好像只有在做VARMAX过程步的时候才用的这个

After fitting the model parameters, the VARMAX procedure provides for model checks and residual analysis by using the following tests:
Durbin-Watson (DW) statistics
test for autoregressive conditional heteroscedastic (ARCH) disturbance
test for AR disturbance
Jarque-Bera normality test
Portmanteau test