autocorrelation tests

[matteo.bianchi11]

Hi everybody,
I have a question about residual autocorrelation tests on eviews 8 student version.
I estimated a var model, and I'd like to test residual autocorrelation, which test do I have to choose on Eviews? Portmanteau or LM test?
I obtain very different results to one to each other, below the outcomes:

VAR Residual Portmanteau Tests for Autocorrelations
Null Hypothesis: no residual autocorrelations up to lag h
Sample: 1985Q1 2008Q2
Included observations: 94
Lags Q-Stat Prob. Adj Q-Stat Prob. df
1 1.257024 NA* 1.270540 NA* NA*
2 3.443273 NA* 3.504317 NA* NA*
3 7.354968 NA* 7.544969 NA* NA*
4 17.99864 NA* 18.66169 NA* NA*
5 31.96562 0.0002 33.41333 0.0001 9
6 39.80693 0.0022 41.78928 0.0012 18
7 42.43163 0.0298 44.62517 0.0178 27
8 51.81122 0.0427 54.87727 0.0228 36
9 54.70707 0.1522 58.07974 0.0913 45
10 62.43809 0.2014 66.73112 0.1144 54
11 68.60129 0.2932 73.71113 0.1676 63
12 79.93779 0.2439 86.70663 0.1140 72
*The test is valid only for lags larger than the VAR lag order.
df is degrees of freedom for (approximate) chi-square distribution

VAR Residual Serial Correlation LM Tests
Null Hypothesis: no serial correlation at lag order h
Sample: 1985Q1 2008Q2
Included observations: 94

Lags LM-Stat Prob
1 8.830470 0.4531
2 6.764551 0.6616
3 7.897322 0.5445
4 14.19993 0.1154
5 14.83966 0.0954
6 8.583225 0.4766
7 2.959672 0.9659
8 10.30467 0.3264
9 3.056786 0.9620
10 9.538542 0.3891
11 7.204604 0.6158
12 12.64424 0.1794
Probs from chi-square with 9 df.

How could I interpret these results? Which one do I have to choose?
thanks in advance.