Lag | AC | PAC | Q-stat | Prob. |
1 | −0.195 | −0.195 | 47.387 | 0.000 |
2 | 0.133 | 0.099 | 69.665 | 0.000 |
3 | −0.022 | 0.021 | 70.299 | 0.000 |
4 | −0.060 | −0.077 | 74.743 | 0.000 |
5 | 0.050 | 0.027 | 77.858 | 0.000 |
Lag | AC | PAC | Q-stat | Prob. |
1 | 0.028 | 0.028 | 0.9475 | 0.330 |
2 | −0.048 | −0.049 | 3.8326 | 0.147 |
3 | 0.012 | 0.015 | 4.0248 | 0.259 |
4 | 0.027 | 0.024 | 4.9218 | 0.295 |
5 | −0.021 | −0.021 | 5.4521 | 0.363 |
6 | −0.025 | −0.021 | 6.2071 | 0.400 |
7 | 0.019 | 0.018 | 6.6750 | 0.463 |
8 | 0.069 | 0.066 | 12.626 | 0.125 |
9 | −0.012 | −0.012 | 12.797 | 0.172 |
10 | −0.076 | −0.070 | 20.069 | 0.029 |