Order | Autocorrelation | Partial Correlation |
1 | 0.075 | 0.075 |
2 | −0.113 | −0.119 |
3 | −0.123 | −0.106 |
4 | −0.074 | −0.072 |
5 | 0.001 | −0.015 |
6 | −0.066 | −0.098 |
7 | −0.063 | −0.074 |
8 | 0.037 | 0.019 |
9 | 0.116 | 0.08 |
10 | −0.023 | −0.059 |
Ljung-Box test |
|
|
X-squared | 24.681 |
|
df | 12 |
|
p-value | 0.01641 |
|