Table 8 VAR residual normality test.

Component

Skewness

Chi-sq

Df

Prob

1

1.053272

3.328143

1

0.0681

2

0.259359

0.201801

1

0.6533

3

0.417071

0.521844

1

0.4701

4

– 0.07361

0.016254

1

0.8986

5

– 0.50182

0.755466

1

0.3848

Joint

4.823508

5

0.4378

Component

Kurtosis

Chi-sq

df

Prob

1

3.791337

0.469661

1

0.4931

2

2.319899

0.346903

1

0.5559

3

2.072214

0.64559

1

0.4217

4

2.98298

0.000217

1

0.9882

5

3.935924

0.656966

1

0.4176

Joint

2.119336

5

0.8324

Component

Jarque–Bera

df

Prob

1

3.797804

2

0.1497

2

0.548704

2

0.7601

3

1.167434

2

0.5578

4

0.016471

2

0.9918

5

1.412432

2

0.4935

Joint

6.942844

10

0.7308