Table 2: Harvey LM tests of single-equation and overall system autocorrelation.

Equation LA/AIDS model First-differenced in levels LA/AIDS Model Statistic P value Statistic P value Cabbages 0.009 0.922 1.546 0.203 Carrots 6.230 0.012 0.258 0.611 Celery 2.560 0.109 0.494 0.482 Cucumbers 6.054 0.014 0.057 0.811 Lettuce 9.153 0.002 1.077 0.299 Onions 7.452 0.006 1.892 0.169 Peppers 11.150 0.000 0.102 0.749 Tomatoes 1.534 0.215 0.471 0.492 Overall system 42.608 0.000 5.426 0.608

Note: Null hypothesis tested: No autocorrelation.