Variable | Hosking's multivariate Portmanteau statistics on standardized residuals | Hosking's multivariate Portmanteau statistics on squared standardized residuals |
---|---|---|
FR_Fear | Hosking (5) = 109.924 [0.1226950] Hosking (10) = 199.437 [0.1632712] Hosking (20) = 378.861 [0.1184682] Hosking (50) = 876.011 [0.2975651] | Hosking (5) = 132.612 [0.1451138] Hosking (10) = 288.507 [0.1258590] Hosking (20) = 389.349 [0.3820381] Hosking (50) = 704.605 [0.9922171] |