我的var模型进行完LM检验后全部结果如下：

VAR Residual Serial Correlation LM Tests  
Null Hypothesis: no serial correlation at lag order h  
Date: 12/05/10   Time: 22:27  
Sample: 1979 2008  
Included observations: 27  
  
Lags LM-Stat Prob
  
1  33.29860  0.0067
2  12.59542  0.7021
3  11.25564  0.7934
4  12.25033  0.7266
5  15.92674  0.4581
6  8.844487  0.9197
7  10.42952  0.8433
8  20.75486  0.1881
9  20.56414  0.1959
10  7.213339  0.9689
11  7.497524  0.9624
12  9.140928  0.9075
  
Probs from chi-square with 16 df.  

请问：
这个表怎么看？第一阶p过小，而后面几阶p都很大，这意味着通不过自相关检验么？
2

异方差检验结果如下：
VAR Residual Heteroskedasticity Tests: No Cross Terms (only levels and squares)     
Date: 12/05/10   Time: 22:32     
Sample: 1979 2008     
Included observations: 27     
     
     
   Joint test:     
     
Chi-sq df Prob.   
     
246.9857 240  0.3646   
     
     
   Individual components:     
     
Dependent R-squared F(24,2) Prob. Chi-sq(24) Prob.
     
res1*res1  0.984312  5.228725  0.1728  26.57644  0.3246
res2*res2  0.985638  5.718993  0.1594  26.61222  0.3229
res3*res3  0.898687  0.739201  0.7225  24.26455  0.4466
res4*res4  0.888610  0.664788  0.7576  23.99247  0.4620
res2*res1  0.932585  1.152800  0.5672  25.17981  0.3960
res3*res1  0.749109  0.248817  0.9688  20.22595  0.6839
res3*res2  0.890048  0.674572  0.7529  24.03129  0.4598
res4*res1  0.971801  2.871851  0.2905  26.23863  0.3412
res4*res2  0.995552  18.65255  0.0521  26.87991  0.3101
res4*res3  0.930788  1.120703  0.5771  25.13128  0.3987
     
这个应该是已经通过检验了吧，但这个表应该怎么看呢？

这两个应该很重要吧，在高铁梅、易丹辉的书上又没有详细说名，总之谢谢高人指点！！