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