Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.3441 | 0 |
1 | -0.562216 | -5.8156 | 1 |
2 | 0.09214 | 0.9531 | 0.171342 |
3 | 0.209543 | 2.1675 | 0.016206 |
4 | -0.164183 | -1.6983 | 0.953824 |
5 | -0.023096 | -0.2389 | 0.594183 |
6 | 0.202382 | 2.0935 | 0.019336 |
7 | -0.304366 | -3.1484 | 0.998936 |
8 | 0.146117 | 1.5114 | 0.066811 |
9 | 0.126556 | 1.3091 | 0.096652 |
10 | -0.261269 | -2.7026 | 0.995998 |
11 | 0.196761 | 2.0353 | 0.022146 |
12 | -0.11267 | -1.1655 | 0.87679 |
13 | -0.109062 | -1.1281 | 0.869109 |
14 | 0.079179 | 0.819 | 0.207294 |
15 | 0.053281 | 0.5511 | 0.291341 |
16 | -0.222071 | -2.2971 | 0.988221 |
17 | 0.177277 | 1.8338 | 0.034734 |
18 | 0.110857 | 1.1467 | 0.127029 |
19 | -0.236472 | -2.4461 | 0.991964 |
20 | 0.169973 | 1.7582 | 0.040785 |
21 | 0.004062 | 0.042 | 0.483283 |
22 | -0.195657 | -2.0239 | 0.977263 |
23 | 0.244857 | 2.5328 | 0.006383 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.562216 | -5.8156 | 1 |
1 | -0.327449 | -3.3872 | 0.999506 |
2 | 0.154298 | 1.5961 | 0.056711 |
3 | 0.147513 | 1.5259 | 0.064995 |
4 | -0.075269 | -0.7786 | 0.781029 |
5 | 0.099339 | 1.0276 | 0.153236 |
6 | -0.169506 | -1.7534 | 0.9588 |
7 | -0.150444 | -1.5562 | 0.938694 |
8 | 0.154184 | 1.5949 | 0.056843 |
9 | 0.022036 | 0.2279 | 0.410064 |
10 | 0.030038 | 0.3107 | 0.378309 |
11 | -0.180815 | -1.8704 | 0.967917 |
12 | -0.270054 | -2.7935 | 0.99691 |
13 | -0.2745 | -2.8395 | 0.997295 |
14 | 0.090569 | 0.9368 | 0.175473 |
15 | 0.085391 | 0.8833 | 0.189529 |
16 | -0.057516 | -0.595 | 0.723435 |
17 | 0.258949 | 2.6786 | 0.00428 |
18 | 0.01706 | 0.1765 | 0.430128 |
19 | -0.192493 | -1.9912 | 0.975494 |
20 | -0.042629 | -0.441 | 0.669932 |
21 | -0.121532 | -1.2571 | 0.894279 |
22 | 0.049147 | 0.5084 | 0.306117 |
23 | -0.057747 | -0.5973 | 0.72423 |