[Stat,Crit] = portest(V,Data,H)
V
[ VAR | swar ] - Estimated VAR from which the tested residuals were obtained.
Data
[ tseries ] - VAR residuals, or VAR output data including residuals, to be tested for autocorrelation.
H
[ numeric ] - Test horizon; must be greater than the order of the tested VAR.
Stat
[ numeric ] - Portmanteau test statistic.
Crit
[ numeric ] - Portmanteau test critical value based on chi-square distribution.
'level='
[ numeric | 0.05
] - Requested significance level for computing the criterion Crit
.