Ljung-BoxのQ統計量, Breusch-Godfrey　Test

Sample period: 1953/1-1971/7 (36th-258th. 233 obs.)
Autocorrelations for R and Std. Err.):
     -0.1011431     0.06696495
      0.1724276     0.06696495
    -0.01876959     0.06696495
   -0.003948545     0.06696495
    -0.06381973     0.06696495
    -0.02134482     0.06696495
    -0.09148832     0.06696495
     0.09445276     0.06696495
     0.09422956     0.06696495
     0.01862946     0.06696495
    0.003937857     0.06696495
      0.2067585     0.06696495
Ljung-Box Statistics and p-values:
       2.312104      0.1283702
       9.062178     0.01076894
       9.142526     0.02745473
       9.146098     0.05754967
       10.08353     0.07290269
       10.18888        0.11692
       12.13318     0.09626321
       14.21517     0.07632656
       16.29702     0.06093229
       16.37877     0.08929096
       16.38244      0.1275163
       26.54801    0.008971044
Mean of dependent variable(PAI)=
         2.3456
R-squared: 
       0.236385
SER (Standard error of regression)=
       2.842962

           Est. Coef.      Std. Err.        t-value        p-value
B1         -0.8677665      0.4312246      -2.012331     0.04539866
B2           1.014697      0.1122013       9.043534  7.912024e-017
Robut t-ratio for H0:beta2=1 vs H1:beta != 1:        0.130985
p-value:       0.8957872 (using normal)       0.8959064 (using t)
Breusch-Godfrey Test of serial correaltion using p=12:
nR^2: 
       27.00019
p-value: 
    0.007726699