Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.005539 | -0.1226 | 0.451233 |
2 | -0.033079 | -0.7322 | 0.23219 |
3 | -0.026009 | -0.5757 | 0.28253 |
4 | -0.040053 | -0.8866 | 0.18786 |
5 | 0.081963 | 1.8143 | 0.035119 |
6 | 0.046637 | 1.0324 | 0.151205 |
7 | 0.020173 | 0.4465 | 0.327703 |
8 | 0.053523 | 1.1848 | 0.118339 |
9 | 0.011616 | 0.2571 | 0.398591 |
10 | 0.044107 | 0.9763 | 0.164689 |
11 | -0.031172 | -0.69 | 0.245252 |
12 | 0.085404 | 1.8905 | 0.029641 |
13 | 0.029847 | 0.6607 | 0.254558 |
14 | 0.023718 | 0.525 | 0.299902 |
15 | 0.009516 | 0.2106 | 0.416629 |
16 | -0.056075 | -1.2413 | 0.107548 |
17 | -0.016373 | -0.3624 | 0.358596 |
18 | 0.00702 | 0.1554 | 0.438286 |
19 | 0.0216 | 0.4781 | 0.31638 |
20 | 0.027602 | 0.611 | 0.27074 |
21 | 0.009513 | 0.2106 | 0.416649 |
22 | -0.002756 | -0.061 | 0.475686 |
23 | -0.014851 | -0.3287 | 0.371247 |
24 | -0.062808 | -1.3903 | 0.082534 |
25 | -0.00261 | -0.0578 | 0.476976 |
26 | 0.008879 | 0.1965 | 0.422132 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.005539 | -0.1226 | 0.451233 |
2 | -0.03311 | -0.7329 | 0.231977 |
3 | -0.026411 | -0.5846 | 0.279529 |
4 | -0.041547 | -0.9197 | 0.179095 |
5 | 0.079924 | 1.7692 | 0.038741 |
6 | 0.044603 | 0.9873 | 0.161987 |
7 | 0.024302 | 0.5379 | 0.295431 |
8 | 0.059929 | 1.3266 | 0.092634 |
9 | 0.023168 | 0.5128 | 0.304147 |
10 | 0.047181 | 1.0444 | 0.148409 |
11 | -0.032367 | -0.7165 | 0.237022 |
12 | 0.089179 | 1.9741 | 0.024467 |
13 | 0.022145 | 0.4902 | 0.312103 |
14 | 0.024879 | 0.5507 | 0.29104 |
15 | 0.002829 | 0.0626 | 0.47505 |
16 | -0.049988 | -1.1065 | 0.134519 |
17 | -0.029188 | -0.6461 | 0.259258 |
18 | -0.01279 | -0.2831 | 0.388603 |
19 | 0.009842 | 0.2179 | 0.413811 |
20 | 0.006757 | 0.1496 | 0.44058 |
21 | 0.013206 | 0.2923 | 0.385084 |
22 | -0.005238 | -0.1159 | 0.453871 |
23 | -0.006467 | -0.1432 | 0.443115 |
24 | -0.067375 | -1.4914 | 0.068248 |
25 | -0.007912 | -0.1751 | 0.430522 |
26 | 0.00044 | 0.0097 | 0.496117 |