Table 2.
Lag | Autocorrelation | Standard deviation |
Box-Ljung statistics |
||
---|---|---|---|---|---|
Value | Degrees of freedom | Sig. | |||
1 | 0.456 | 0.082 | 30.589 | 1 | 0.000 |
2 | 0.069 | 0.082 | 31.284 | 2 | 0.000 |
3 | −0.087 | 0.082 | 32.400 | 3 | 0.000 |
4 | −0.185 | 0.082 | 37.536 | 4 | 0.000 |
5 | −0.198 | 0.081 | 43.471 | 5 | 0.000 |
6 | −0.199 | 0.081 | 49.504 | 6 | 0.000 |
7 | −0.169 | 0.081 | 53.899 | 7 | 0.000 |
8 | −0.129 | 0.080 | 56.467 | 8 | 0.000 |
9 | −0.030 | 0.080 | 56.610 | 9 | 0.000 |
10 | 0.139 | 0.080 | 59.653 | 10 | 0.000 |
11 | 0.348 | 0.080 | 78.764 | 11 | 0.000 |
12 | 0.366 | 0.079 | 100.104 | 12 | 0.000 |
13 | 0.207 | 0.079 | 107.001 | 13 | 0.000 |
14 | 0.026 | 0.079 | 107.113 | 14 | 0.000 |
15 | −0.107 | 0.078 | 108.980 | 15 | 0.000 |
16 | −0.159 | 0.078 | 113.131 | 16 | 0.000 |