Re: [R] P value of VAR model from Portmanteau Test

Hello, It seems to be right. You have Chi-squared = 23.724, df = 8, p-value = 0.002549. So try the R function ?pchisq: pchisq(23.724, df = 8, lower = FALSE) [1] 0.002549054 Hope this helps, Rui Barradas Em 23-05-2017 13:08, Dhivya Narayanasamy escreveu: Hi, I am working with bivariate tim

[R] P value of VAR model from Portmanteau Test

Hi, I am working with bivariate time series data. I used VAR model to fit and forecast. But the "*p*" value from seria.test (Portmanteau Test) gives values *p<< 0.05*. Is that okay? > var1 = VAR(datax.ts, p= 8) > serial.test(var1, lags.pt=10, type = "PT.asymptotic") Portmanteau Test (asymptotic