표 4. LM 결과

Test	MI/DF	Value	Prob
LM (lag)	1	1,045.68	0.00
Robust LM (lag)	1	150.78	0.00
LM (error)	1	1,970.68	0.00
Robust LM (error)	1	1,075.78	0.00
LM (SARMA)	2	2,121.46	0.00

LM, Lagrange Multiplier; MI, modified index; DF, degrees of freedom.