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Financial Innovation

Table 2 VAR (2) residual serial correlation LM.

From: The macroeconomic effects of COVID-19 in Montenegro: a Bayesian VARX approach

Null hypothesis: No serial correlation at lag h

Lag

LRE* stat

df

Prob

Rao F-stat

df

Prob

1

47.06455

49

0.5519

0.960131

(49, 639.0)

0.5528

2

11.81389

49

1.0000

0.234634

(49, 639.0)

1.0000

3

5.783233

49

1.0000

0.114337

(49, 639.0)

1.0000

4

10.22446

49

1.0000

0.202822

(49, 639.0)

1.0000

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