Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.267447 | 2.0543 | 0.022192 |
2 | -0.312843 | -2.403 | 0.009712 |
3 | -0.349824 | -2.687 | 0.004675 |
4 | -0.208075 | -1.5983 | 0.057665 |
5 | 0.117461 | 0.9022 | 0.1853 |
6 | 0.297746 | 2.287 | 0.012899 |
7 | 0.132708 | 1.0193 | 0.1561 |
8 | -0.152885 | -1.1743 | 0.122491 |
9 | -0.310749 | -2.3869 | 0.010107 |
10 | -0.300084 | -2.305 | 0.012351 |
11 | 0.222877 | 1.7119 | 0.046079 |
12 | 0.709108 | 5.4468 | 1e-06 |
13 | 0.134791 | 1.0354 | 0.152365 |
14 | -0.296722 | -2.2792 | 0.013145 |
15 | -0.258999 | -1.9894 | 0.025649 |
16 | -0.165278 | -1.2695 | 0.10462 |
17 | 0.111874 | 0.8593 | 0.196822 |
18 | 0.189775 | 1.4577 | 0.075115 |
19 | 0.051717 | 0.3972 | 0.346311 |
20 | -0.162997 | -1.252 | 0.107754 |
21 | -0.270745 | -2.0796 | 0.020957 |
22 | -0.237194 | -1.8219 | 0.036768 |
23 | 0.184189 | 1.4148 | 0.081194 |
24 | 0.492579 | 3.7836 | 0.000182 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.267447 | 2.0543 | 0.022192 |
2 | -0.413982 | -3.1799 | 0.001174 |
3 | -0.157015 | -1.2061 | 0.116306 |
4 | -0.223172 | -1.7142 | 0.045869 |
5 | 0.078581 | 0.6036 | 0.274215 |
6 | 0.081801 | 0.6283 | 0.266108 |
7 | 0.008361 | 0.0642 | 0.474505 |
8 | -0.092645 | -0.7116 | 0.239752 |
9 | -0.161507 | -1.2406 | 0.10984 |
10 | -0.266317 | -2.0456 | 0.02263 |
11 | 0.26412 | 2.0287 | 0.023503 |
12 | 0.515732 | 3.9614 | 0.000102 |
13 | -0.26853 | -2.0626 | 0.02178 |
14 | 0.039983 | 0.3071 | 0.379919 |
15 | 0.143196 | 1.0999 | 0.13792 |
16 | -0.043109 | -0.3311 | 0.370862 |
17 | -0.012583 | -0.0966 | 0.461667 |
18 | -0.193093 | -1.4832 | 0.071675 |
19 | -0.035092 | -0.2695 | 0.394224 |
20 | -0.112788 | -0.8663 | 0.194907 |
21 | -0.035953 | -0.2762 | 0.391696 |
22 | -0.069031 | -0.5302 | 0.298968 |
23 | -0.105906 | -0.8135 | 0.209606 |
24 | -0.046968 | -0.3608 | 0.359781 |