

    \filetitle{portest}{Portmanteau test for autocorrelation in VAR residuals}{VAR/portest}

	\paragraph{Syntax}

\begin{verbatim}
[Stat,Crit] = portest(V,Data,H)
\end{verbatim}

\paragraph{Input arguments}

\begin{itemize}
\item
  \texttt{V} {[} VAR \textbar{} swar {]} - Estimated VAR from which the
  tested residuals were obtained.
\item
  \texttt{Data} {[} tseries {]} - VAR residuals, or VAR output data
  including residuals, to be tested for autocorrelation.
\item
  \texttt{H} {[} numeric {]} - Test horizon; must be greater than the
  order of the tested VAR.
\end{itemize}

\paragraph{Output arguments}

\begin{itemize}
\item
  \texttt{Stat} {[} numeric {]} - Portmanteau test statistic.
\item
  \texttt{Crit} {[} numeric {]} - Portmanteau test critical value based
  on chi-square distribution.
\end{itemize}

\paragraph{Options}

\begin{itemize}
\itemsep1pt\parskip0pt\parsep0pt
\item
  \texttt{'level='} {[} numeric \textbar{} \emph{\texttt{0.05}} {]} -
  Requested significance level for computing the criterion
  \texttt{Crit}.
\end{itemize}

\paragraph{Description}

\paragraph{Example}


