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

EquationLA/AIDS model First-differenced
in levelsLA/AIDS Model
StatisticP valueStatisticP value

Cabbages0.0090.9221.5460.203
Carrots6.2300.0120.2580.611
Celery2.5600.1090.4940.482
Cucumbers6.0540.0140.0570.811
Lettuce9.1530.0021.0770.299
Onions7.4520.0061.8920.169
Peppers11.1500.0000.1020.749
Tomatoes1.5340.2150.4710.492

Overall system42.6080.0005.4260.608

Note: Null hypothesis tested: No autocorrelation.