Correlogram of Residuals Squared

Date: 01/16/21 Time: 16:52

Sample (adjusted): 2016M03 2019M12
Included observations: 46 after adjustments
Autocorrelation Partial Correlation AC PAC Q-Stat Prob

1 0.244 0.244 2.9108 0.088

2 0.054 -0.006 3.0548 0.217
3 0.088 0.081 3.4550 0.327
4 -0.089 -0.138 3.8700 0.424
5 -0.034 0.021 3.9318 0.559
6 0.009 0.008 3.9363 0.685
7 -0.045 -0.031 4.0515 0.774
8 -0.065 -0.062 4.2974 0.829
9 -0.032 -0.006 4.3586 0.886
10 0.052 0.080 4.5231 0.921
11 0.066 0.042 4.7960 0.941
12 0.065 0.029 5.0695 0.956
13 0.148 0.116 6.5265 0.925
14 -0.068 -0.143 6.8470 0.940
15 -0.025 0.031 6.8930 0.961
16 -0.057 -0.092 7.1352 0.971
17 -0.048 0.044 7.3133 0.979
18 -0.011 -0.025 7.3233 0.987
19 -0.014 0.013 7.3394 0.992
20 0.007 0.015 7.3438 0.995