Lag | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |
Auto- correlation | −0.09 | 0.038 | −0.013 | 0.013 | −0.005 | 0.018 | −0.034 | −0.005 | 0.005 | 0.018 | −0.008 | 0.013 | −0.021 | −0.017 | −0.012 | 0.007 |
df | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 |
Standard Error | 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 |
Box- Ljung | 23.3 | 27.78 | 28.33 | 28.85 | 28.94 | 30.00 | 33.72 | 33.81 | 33.88 | 34.9 | 35.07 | 35.58 | 36.98 | 37.87 | 38.322 | 38.484 |
p-value | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.0 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |