Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.286218 | 4.1968 | 2e-05 |
2 | 0.061863 | 0.9071 | 0.182687 |
3 | 0.134829 | 1.977 | 0.024661 |
4 | 0.145195 | 2.129 | 0.017197 |
5 | 0.17733 | 2.6002 | 0.004982 |
6 | -0.016258 | -0.2384 | 0.405905 |
7 | 0.009927 | 0.1456 | 0.442204 |
8 | 0.130701 | 1.9165 | 0.028317 |
9 | 0.096254 | 1.4114 | 0.079791 |
10 | -0.056391 | -0.8269 | 0.204617 |
11 | 0.091323 | 1.3391 | 0.090984 |
12 | 0.059186 | 0.8678 | 0.193224 |
13 | -0.038473 | -0.5641 | 0.286631 |
14 | 0.007984 | 0.1171 | 0.453458 |
15 | -0.049209 | -0.7216 | 0.235677 |
16 | 0.079763 | 1.1696 | 0.121738 |
17 | 0.021397 | 0.3137 | 0.37701 |
18 | -0.062043 | -0.9097 | 0.181992 |
19 | -0.006771 | -0.0993 | 0.460502 |
20 | -0.091443 | -1.3408 | 0.090696 |
21 | -0.078341 | -1.1487 | 0.125978 |
22 | -0.120492 | -1.7668 | 0.039344 |
23 | -0.103529 | -1.518 | 0.065238 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.286218 | 4.1968 | 2e-05 |
2 | -0.021847 | -0.3203 | 0.37451 |
3 | 0.134027 | 1.9652 | 0.025338 |
4 | 0.078546 | 1.1517 | 0.125359 |
5 | 0.127529 | 1.8699 | 0.031425 |
6 | -0.124627 | -1.8274 | 0.034514 |
7 | 0.032382 | 0.4748 | 0.3177 |
8 | 0.087698 | 1.2859 | 0.099929 |
9 | 0.029642 | 0.4346 | 0.332134 |
10 | -0.116055 | -1.7017 | 0.045129 |
11 | 0.163446 | 2.3966 | 0.008702 |
12 | -0.055441 | -0.8129 | 0.208581 |
13 | -0.074759 | -1.0962 | 0.137113 |
14 | 0.033149 | 0.4861 | 0.313708 |
15 | -0.040848 | -0.599 | 0.274918 |
16 | 0.062599 | 0.9179 | 0.179853 |
17 | -0.019624 | -0.2877 | 0.38691 |
18 | -0.015052 | -0.2207 | 0.412766 |
19 | -0.019266 | -0.2825 | 0.388917 |
20 | -0.130485 | -1.9133 | 0.02852 |
21 | -0.006037 | -0.0885 | 0.464774 |
22 | -0.09957 | -1.46 | 0.072877 |
23 | -0.026421 | -0.3874 | 0.349416 |