Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.035195 | -0.763 | 0.222919 |
2 | -0.007638 | -0.1656 | 0.434274 |
3 | -0.005099 | -0.1105 | 0.456013 |
4 | -0.811432 | -17.5914 | 0 |
5 | 0.046278 | 1.0033 | 0.158119 |
6 | 0.002778 | 0.0602 | 0.475997 |
7 | 0.046614 | 1.0106 | 0.15637 |
8 | 0.423649 | 9.1845 | 0 |
9 | -0.03039 | -0.6588 | 0.255164 |
10 | 0.011673 | 0.2531 | 0.400164 |
11 | -0.067863 | -1.4712 | 0.070948 |
12 | -0.084463 | -1.8311 | 0.033859 |
13 | 0.005836 | 0.1265 | 0.449685 |
14 | -0.01935 | -0.4195 | 0.337523 |
15 | 0.060518 | 1.312 | 0.095081 |
16 | -0.093869 | -2.035 | 0.021204 |
17 | 0.014007 | 0.3037 | 0.38076 |
18 | 0.015766 | 0.3418 | 0.366329 |
19 | -0.038 | -0.8238 | 0.205228 |
20 | 0.14541 | 3.1524 | 0.000861 |
21 | -0.033124 | -0.7181 | 0.236524 |
22 | -0.006105 | -0.1324 | 0.447379 |
23 | 0.018947 | 0.4108 | 0.340716 |
24 | -0.132985 | -2.883 | 0.00206 |
25 | 0.05683 | 1.232 | 0.109276 |
26 | -0.009573 | -0.2075 | 0.417839 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.035195 | -0.763 | 0.222919 |
2 | -0.008888 | -0.1927 | 0.423644 |
3 | -0.00569 | -0.1234 | 0.450935 |
4 | -0.812981 | -17.625 | 0 |
5 | -0.045157 | -0.979 | 0.164049 |
6 | -0.048226 | -1.0455 | 0.148159 |
7 | 0.039143 | 0.8486 | 0.198268 |
8 | -0.689958 | -14.9579 | 0 |
9 | -0.038703 | -0.8391 | 0.200932 |
10 | -0.106837 | -2.3162 | 0.010489 |
11 | -0.020238 | -0.4388 | 0.330522 |
12 | -0.37416 | -8.1116 | 0 |
13 | -0.04667 | -1.0118 | 0.156081 |
14 | -0.130713 | -2.8338 | 0.002399 |
15 | -0.062176 | -1.3479 | 0.089164 |
16 | -0.17828 | -3.865 | 6.3e-05 |
17 | -0.048175 | -1.0444 | 0.148417 |
18 | -0.10485 | -2.2731 | 0.011736 |
19 | -0.094377 | -2.046 | 0.020654 |
20 | 0.019204 | 0.4163 | 0.338676 |
21 | -0.106078 | -2.2997 | 0.010951 |
22 | -0.02959 | -0.6415 | 0.260756 |
23 | -0.057894 | -1.2551 | 0.105032 |
24 | 0.031097 | 0.6742 | 0.250271 |
25 | -0.003697 | -0.0801 | 0.468078 |
26 | -0.018706 | -0.4055 | 0.342634 |