Table 2.
One-sample Kolmogorov-Smirnov test | |||||
Unstandardized residual | |||||
N | 31 | ||||
Normal parametersa,b | Mean | 0.0000000 | |||
Std. deviation | 0.00698488 | ||||
Most extreme differences | Absolute | 0.143 | |||
Positive | 0.143 | ||||
Negative | −0.143 | ||||
Test statistic | 0.143 | ||||
Asymp. sig. (2-tailed) | 0.104c | ||||
Autocorrelations of series unstandardized residual | |||||
Lag | Autocorrelation | Std. errord | Box-Ljung statistic | ||
Value | df | Sig.e | |||
1 | −0.096 | 0.171 | 0.318 | 1 | 0.573 |
2 | 0.384 | 0.168 | 50.527 | 2 | 0.063 |
3 | 0.024 | 0.165 | 50.549 | 3 | 0.136 |
4 | 0.151 | 0.162 | 60.408 | 4 | 0.171 |
5 | −0.189 | 0.159 | 70.820 | 5 | 0.166 |
6 | −0.029 | 0.156 | 70.853 | 6 | 0.249 |
aTest distribution is normal
bCalculated from data
cLilliefors significance correction
dThe underlying process assumed is independence (white noise)
eBased on the asymptotic chi-square approximation