Lag | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |
ACF | −0.182 | 0.001 | −0.294 | −0.005 | 0.004 | 0.000 | −0.001 | −0.003 | 0.001 | 00.004 | −0.004 | 0.005 | −0.008 | 0.002 | 0.001 | −0.002 |
STDER | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 | 0.018 |
Q-Statistic | 105.5 | 105.5 | 381.7 | 381.8 | 381.9 | 381.9 | 381.9 | 381.9 | 381.91 | 381.95 | 382.0 | 382.09 | 382.30 | 382.31 | 382.31 | 382.32 |
df1 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |
p-value | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |