Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.173527 | 3.3288 | 0.00048 |
2 | 0.142138 | 2.7267 | 0.003352 |
3 | 0.000939 | 0.018 | 0.49282 |
4 | -0.049733 | -0.954 | 0.170346 |
5 | -0.181931 | -3.49 | 0.000271 |
6 | -0.076237 | -1.4625 | 0.072232 |
7 | 0.005865 | 0.1125 | 0.45524 |
8 | -0.005803 | -0.1113 | 0.455711 |
9 | 0.052408 | 1.0054 | 0.157691 |
10 | 0.003405 | 0.0653 | 0.47398 |
11 | 0.035111 | 0.6735 | 0.250513 |
12 | -0.039576 | -0.7592 | 0.224111 |
13 | -0.043688 | -0.8381 | 0.201267 |
14 | -0.101693 | -1.9508 | 0.025919 |
15 | -0.087408 | -1.6768 | 0.047218 |
16 | -0.095376 | -1.8296 | 0.034057 |
17 | -0.154479 | -2.9634 | 0.00162 |
18 | -0.056297 | -1.08 | 0.140433 |
19 | 0.018226 | 0.3496 | 0.363403 |
20 | 0.00347 | 0.0666 | 0.473482 |
21 | 0.064508 | 1.2375 | 0.10835 |
22 | 0.030914 | 0.593 | 0.27676 |
23 | -0.006661 | -0.1278 | 0.449199 |
24 | 0.009577 | 0.1837 | 0.427164 |
25 | 0.009544 | 0.1831 | 0.427412 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.173527 | 3.3288 | 0.00048 |
2 | 0.115504 | 2.2158 | 0.01366 |
3 | -0.042761 | -0.8203 | 0.206289 |
4 | -0.062617 | -1.2012 | 0.115224 |
5 | -0.166874 | -3.2012 | 0.000744 |
6 | -0.010218 | -0.196 | 0.422355 |
7 | 0.069304 | 1.3295 | 0.092255 |
8 | -0.009409 | -0.1805 | 0.42843 |
9 | 0.030704 | 0.589 | 0.27811 |
10 | -0.045076 | -0.8647 | 0.193882 |
11 | 0.017688 | 0.3393 | 0.367283 |
12 | -0.032528 | -0.624 | 0.266512 |
13 | -0.037537 | -0.7201 | 0.235964 |
14 | -0.074038 | -1.4203 | 0.078183 |
15 | -0.058289 | -1.1182 | 0.132109 |
16 | -0.055256 | -1.06 | 0.144923 |
17 | -0.13801 | -2.6475 | 0.004229 |
18 | -0.026702 | -0.5122 | 0.3044 |
19 | 0.037872 | 0.7265 | 0.233993 |
20 | -0.031693 | -0.608 | 0.271788 |
21 | 0.034532 | 0.6624 | 0.254052 |
22 | -0.038527 | -0.7391 | 0.230164 |
23 | -0.038503 | -0.7386 | 0.230307 |
24 | 0.034013 | 0.6525 | 0.25725 |
25 | 0.014535 | 0.2788 | 0.390266 |