Heteroskedasticity and normalisation tests

[dtideman]

I am using the logarithm of seasonally adjusted GDP, government expenditure and government revenue per capita to measure fiscal shocks using an SVAR. When testing variables to see if they were stationary I ended up having to convert many of the variables to the I(1) form. Now I am trying to test for heteroskedaticity and whether the variables are normal in the unrestricted VAR form. However, in both cases the p value is 0. How can I solve this? I know how to solve it when it is an equation but not when it is a VAR. I am using eviews 8.

Thank you!