Lags | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |
ACF | 0.474 | 0.004 | 0.017 | 0.028 | 0.018 | 0.012 | 0.017 | 0.012 | 0.003 | 0.003 | 0.008 | 0.004 | 0.011 | 0.024 | 0.007 | −0.005 |
DF | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |
Q-Statistic | 721.301 | 721.359 | 722.257 | 724.844 | 725.912 | 726.35 | 727.32 | 727.796 | 727.818 | 727.852 | 728.081 | 728.122 | 728.484 | 730.274 | 730.415 | 730.510 |
STDERR | 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 |
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 |