Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.512687 | -3.4772 | 0.000559 |
2 | -0.020957 | -0.1421 | 0.443797 |
3 | 0.132837 | 0.9009 | 0.186155 |
4 | 0.029739 | 0.2017 | 0.42052 |
5 | -0.184379 | -1.2505 | 0.108716 |
6 | 0.154967 | 1.051 | 0.149365 |
7 | -0.146326 | -0.9924 | 0.16309 |
8 | 0.135056 | 0.916 | 0.182223 |
9 | -0.096374 | -0.6536 | 0.258299 |
10 | -0.120869 | -0.8198 | 0.208286 |
11 | 0.30635 | 2.0778 | 0.02167 |
12 | -0.204433 | -1.3865 | 0.086134 |
13 | -0.051719 | -0.3508 | 0.363679 |
14 | 0.123422 | 0.8371 | 0.203435 |
15 | 0.002162 | 0.0147 | 0.494182 |
16 | -0.101005 | -0.685 | 0.248375 |
17 | 0.128104 | 0.8688 | 0.194723 |
18 | -0.079015 | -0.5359 | 0.297303 |
19 | 0.036387 | 0.2468 | 0.403084 |
20 | 0.076567 | 0.5193 | 0.30302 |
21 | -0.158071 | -1.0721 | 0.144636 |
22 | 0.053261 | 0.3612 | 0.35979 |
23 | 0.013838 | 0.0939 | 0.462816 |
24 | -0.110516 | -0.7496 | 0.228669 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.512687 | -3.4772 | 0.000559 |
2 | -0.385001 | -2.6112 | 0.006071 |
3 | -0.126501 | -0.858 | 0.197678 |
4 | 0.090196 | 0.6117 | 0.27186 |
5 | -0.097488 | -0.6612 | 0.255892 |
6 | -0.007422 | -0.0503 | 0.480036 |
7 | -0.1932 | -1.3103 | 0.098292 |
8 | 0.003964 | 0.0269 | 0.489333 |
9 | -0.044235 | -0.3 | 0.382759 |
10 | -0.287678 | -1.9511 | 0.028574 |
11 | 0.126991 | 0.8613 | 0.196771 |
12 | -0.024648 | -0.1672 | 0.433983 |
13 | -0.069968 | -0.4745 | 0.318678 |
14 | -0.099755 | -0.6766 | 0.251033 |
15 | -0.046104 | -0.3127 | 0.377963 |
16 | 0.010282 | 0.0697 | 0.472354 |
17 | 0.018792 | 0.1275 | 0.449568 |
18 | 0.027805 | 0.1886 | 0.425626 |
19 | -0.04121 | -0.2795 | 0.390558 |
20 | 0.171563 | 1.1636 | 0.125294 |
21 | 0.000428 | 0.0029 | 0.498848 |
22 | -0.167105 | -1.1334 | 0.131467 |
23 | -0.120579 | -0.8178 | 0.208841 |
24 | -0.177124 | -1.2013 | 0.11789 |