Lag #

ACF

PACF

LBQ-statistic

p-value

1

0.015

0.015

1.2720

0.259

2

−0.009

−0.009

1.7093

0.425

3

−0.024

−0.024

5.1985

0.158

4

0.021

0.021

7.7212

0.102

5

−0.006

−0.007

7.9130

0.161

6

−0.013

−0.013

8.9711

0.175

7

0.016

0.018

10.564

0.159

8

0.018

0.017

12.576

0.127

9

0.001

0.001

12.588

0.182

10

−0.002

−0.000

12.608

0.246

11

−0.001

−0.001

12.612

0.319

12

−0.013

−0.013

13.555

0.330

13

0.011

0.012

14.215

0.359

14

−0.007

−0.007

14.469

0.415

15

0.008

0.008

14.876

0.460

16

−0.022

−0.022

17.683

0.343

17

0.006

0.006

17.875

0.397

18

0.003

0.003

17.937

0.460

19

−0.001

−0.002

17.946

0.526

20

0.002

0.003

17.963

0.590

21

0.003

0.003

18.011

0.648

22

0.012

0.011

18.804

0.657

23

−0.010

−0.010

19.441

0.675

24

−0.018

−0.017

21.297

0.621

25

−0.025

−0.024

24.926

0.467

26

−0.019

−0.020

27.163

0.401

27

−0.017

−0.017

28.857

0.368

28

−0.005

−0.006

29.012

0.412

29

−0.005

−0.005

29.160

0.457

30

0.011

0.010

29.869

0.472

31

−0.006

−0.005

30.071

0.514

32

−0.028

−0.028

34.843

0.334

33

0.002

0.005

34.877

0.379

34

0.029

0.030

39.955

0.223

35

0.018

0.016

41.843

0.198

36

0.000

0.002

41.843

0.232