Date: 09/15/22 Time: 21:21

Sample: 1/04/2016 8/05/2022

Included observations: 1644
Q-statistic probabilities adjusted for 4 ARMA terms

Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 -0.002 -0.002 0.0038

2 -0.003 -0.003 0.0152
3 0.000 0.000 0.0156
4 -0.000 -0.000 0.0156
5 0.031 0.031 1.6167 0.204
6 0.009 0.009 1.7520 0.416
7 0.050 0.051 5.9571 0.114
8 -0.027 -0.026 7.1253 0.129
9 0.005 0.005 7.1674 0.208
10 -0.020 -0.022 7.8514 0.249
11 0.002 0.001 7.8567 0.345
12 0.048 0.045 11.727 0.164
13 -0.034 -0.034 13.668 0.135
14 0.017 0.016 14.176 0.165
15 -0.038 -0.035 16.545 0.122
16 0.003 0.002 16.560 0.167
17 0.001 -0.000 16.561 0.220
18 0.008 0.008 16.675 0.274
19 0.028 0.024 17.992 0.263
20 0.004 0.012 18.025 0.322
21 -0.022 -0.025 18.806 0.340
22 -0.003 0.004 18.817 0.403
23 0.015 0.011 19.199 0.444
24 0.014 0.011 19.512 0.489
25 -0.005 -0.005 19.555 0.550
26 0.004 0.001 19.582 0.609
27 -0.027 -0.022 20.772 0.595
28 -0.001 -0.002 20.775 0.652
29 0.002 0.002 20.784 0.705
30 0.018 0.016 21.340 0.724
31 -0.020 -0.024 22.036 0.736
32 -0.007 -0.004 22.126 0.775
33 -0.017 -0.015 22.620 0.794
34 -0.031 -0.029 24.287 0.759
35 0.007 0.005 24.361 0.796
36 0.028 0.027 25.637 0.779