Order

Autocorrelation

Partial Correlation

1

1

−0.191

2

−0.191

0.073

3

0.107

0.013

4

−0.02

−0.077

5

−0.065

0.074

6

0.095

−0.12

7

−0.156

−0.008

8

0.055

−0.106

9

−0.13

0.147

10

0.172

−0.111

Ljung-Box test

X-squared

63.136

df

12

p-value

6.017e−09