各位大虾好,我构建了一个VAR模型,进行残差的异方差检验结果如下
VAR Residual Heteroskedasticity Tests: No Cross Terms (only levels and squares)
Date: 05/14/11 Time: 13:45
Sample: 1978 2009
Included observations: 26
Joint test:
Chi-sq df Prob.
308.4965 300 0.3554
Individual components:
Dependent R-squared F(20,5) Prob. Chi-sq(20) Prob.
res1*res1 0.645196 0.454615 0.9051 16.77511 0.6675
res2*res2 0.605438 0.383614 0.9431 15.74139 0.7325
res3*res3 0.940674 3.964008 0.0663 24.45753 0.2230
res4*res4 0.950868 4.838358 0.0442 24.72257 0.2123
res5*res5 0.922444 2.973497 0.1151 23.98356 0.2431
res2*res1 0.544178 0.298460 0.9767 14.14864 0.8229
res3*res1 0.828458 1.207366 0.4555 21.53990 0.3660
res3*res2 0.625983 0.418418 0.9255 16.27555 0.6994
res4*res1 0.817873 1.122669 0.4942 21.26470 0.3817
res4*res2 0.712665 0.620064 0.7976 18.52928 0.5526
res4*res3 0.987097 19.12541 0.0020 25.66452 0.1772
res5*res1 0.647071 0.458357 0.9030 16.82384 0.6644
res5*res2 0.616573 0.402014 0.9340 16.03089 0.7147
res5*res3 0.954562 5.251942 0.0372 24.81860 0.2085
res5*res4 0.896917 2.175226 0.1986 23.31984 0.2734
请问,判断结果是根据上面那个联合检验结果吗?依据是什么?谢谢