Order

Autocorrelation

Partial Correlation

1

1

0.079

2

0.079

−0.045

3

−0.039

−0.015

4

−0.021

0.122

5

0.12

0.001

6

0.023

−0.091

7

−0.096

−0.021

8

−0.042

−0.016

9

−0.001

−0.02

10

−0.011

−0.012

Ljung-Box test

X-squared

19.019

df

12

p-value

0.08808