Quant AR model

On table 4 pg 439, I’m finally starting to get the AR model but I am unsure how to interpret the output on the bottom of the table pertaining to the residual autocorreclations. The model was regressed based on a one period lag - are the lags listed for 1 - 4 at the bottom just a function of software? Meaning if I regressed this based on t/t-1 lag and I see that the autocorrelation listed for lag = 1 is significant indicating misspecification but the lag = 2 listed below it indicated no serial residual correlation, does this mean that my model would be appropriately specified if i used lag = 2??? I’m just al ittle fuzzy on where those other lag periods in the output are coming from




bump I have the same query as well.