Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.189231 | 2.5317 | 0.006105 |
2 | 0.14881 | 1.9909 | 0.024005 |
3 | -0.040286 | -0.539 | 0.295281 |
4 | 0.048203 | 0.6449 | 0.259907 |
5 | -0.099376 | -1.3296 | 0.092678 |
6 | 0.051116 | 0.6839 | 0.247467 |
7 | 0.056962 | 0.7621 | 0.223501 |
8 | 0.035526 | 0.4753 | 0.317574 |
9 | 0.041213 | 0.5514 | 0.291024 |
10 | -0.006715 | -0.0898 | 0.464258 |
11 | -0.021985 | -0.2941 | 0.384496 |
12 | -0.46098 | -6.1675 | 0 |
13 | -0.216697 | -2.8992 | 0.002105 |
14 | -0.1959 | -2.621 | 0.004761 |
15 | -0.040902 | -0.5472 | 0.292453 |
16 | -0.007614 | -0.1019 | 0.459489 |
17 | 0.029868 | 0.3996 | 0.344963 |
18 | -0.012844 | -0.1718 | 0.431879 |
19 | 0.018307 | 0.2449 | 0.403394 |
20 | -0.009538 | -0.1276 | 0.449298 |
21 | -0.011205 | -0.1499 | 0.440504 |
22 | -0.017064 | -0.2283 | 0.409835 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.189231 | 2.5317 | 0.006105 |
2 | 0.117198 | 1.568 | 0.059323 |
3 | -0.091827 | -1.2286 | 0.110424 |
4 | 0.056229 | 0.7523 | 0.226433 |
5 | -0.104947 | -1.4041 | 0.081012 |
6 | 0.074691 | 0.9993 | 0.1595 |
7 | 0.073505 | 0.9834 | 0.163362 |
8 | -0.02341 | -0.3132 | 0.377243 |
9 | 0.044819 | 0.5996 | 0.274755 |
10 | -0.037958 | -0.5078 | 0.306092 |
11 | -0.019597 | -0.2622 | 0.39674 |
12 | -0.471323 | -6.3059 | 0 |
13 | -0.077067 | -1.0311 | 0.151945 |
14 | -0.041892 | -0.5605 | 0.287929 |
15 | -0.03941 | -0.5273 | 0.29933 |
16 | 0.096591 | 1.2923 | 0.098961 |
17 | -0.08889 | -1.1893 | 0.117955 |
18 | 0.048096 | 0.6435 | 0.260366 |
19 | 0.083364 | 1.1153 | 0.133102 |
20 | 0.008051 | 0.1077 | 0.45717 |
21 | 0.052952 | 0.7084 | 0.239794 |
22 | -0.020654 | -0.2763 | 0.391304 |