VAR Residual Normality Tests   
Orthogonalization: Cholesky (Lutkepohl)   
H0: residuals are multivariate normal   
Date: 04/12/10   Time: 12:31   
Sample: 1978 2008   
Included observations: 27   
   
   
Component Skewness Chi-sq df Prob.
   
1 -0.206235  0.191399 1  0.6618
2  1.794740  14.49491 1  0.0001
3 -0.278265  0.348441 1  0.5550
   
Joint   15.03475 3  0.0018
   
   
Component Kurtosis Chi-sq df Prob.
   
1  1.728385  1.819132 1  0.1774
2  7.348746  21.27554 1  0.0000
3  1.227914  3.532826 1  0.0602
   
Joint   26.62750 3  0.0000
   
   
Component Jarque-Bera df Prob.
   
1  2.010530 2  0.3659
2  35.77045 2  0.0000
3  3.881267 2  0.1436
   
Joint  41.66225 6  0.0000
   
   
JB值第二项通不过检验，这怎么办