Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.241752 | 5.3514 | 0 |
2 | -0.092636 | -2.0506 | 0.02042 |
3 | -0.097782 | -2.1645 | 0.015454 |
4 | 0.002625 | 0.0581 | 0.476847 |
5 | -0.026898 | -0.5954 | 0.275918 |
6 | 0.017314 | 0.3833 | 0.350843 |
7 | -0.012504 | -0.2768 | 0.391026 |
8 | 0.005451 | 0.1207 | 0.452 |
9 | -0.011432 | -0.2531 | 0.400162 |
10 | 0.016426 | 0.3636 | 0.358152 |
11 | -0.049126 | -1.0874 | 0.138689 |
12 | -0.008234 | -0.1823 | 0.42772 |
13 | 0.140565 | 3.1115 | 0.000985 |
14 | 0.149128 | 3.3011 | 0.000517 |
15 | 0.08938 | 1.9785 | 0.024215 |
16 | 0.023123 | 0.5118 | 0.304496 |
17 | 0.059243 | 1.3114 | 0.095169 |
18 | -0.043954 | -0.973 | 0.165526 |
19 | -0.080563 | -1.7833 | 0.037575 |
20 | -0.073916 | -1.6362 | 0.05122 |
21 | 0.017395 | 0.3851 | 0.350181 |
22 | 0.024629 | 0.5452 | 0.292933 |
23 | 0.024649 | 0.5456 | 0.292782 |
24 | -0.082388 | -1.8237 | 0.034401 |
25 | -0.075786 | -1.6776 | 0.047032 |
26 | 0.031743 | 0.7027 | 0.2413 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.241752 | 5.3514 | 0 |
2 | -0.160457 | -3.5519 | 0.00021 |
3 | -0.035978 | -0.7964 | 0.213091 |
4 | 0.026482 | 0.5862 | 0.279003 |
5 | -0.057177 | -1.2657 | 0.103117 |
6 | 0.041481 | 0.9182 | 0.17948 |
7 | -0.036142 | -0.8 | 0.212042 |
8 | 0.018114 | 0.401 | 0.344306 |
9 | -0.017099 | -0.3785 | 0.352608 |
10 | 0.020935 | 0.4634 | 0.321633 |
11 | -0.062315 | -1.3794 | 0.084201 |
12 | 0.022292 | 0.4935 | 0.310954 |
13 | 0.144787 | 3.205 | 0.000719 |
14 | 0.068396 | 1.514 | 0.065333 |
15 | 0.078751 | 1.7432 | 0.040961 |
16 | 0.023181 | 0.5131 | 0.304046 |
17 | 0.08919 | 1.9743 | 0.024454 |
18 | -0.068689 | -1.5205 | 0.064515 |
19 | -0.037655 | -0.8335 | 0.202477 |
20 | -0.047277 | -1.0465 | 0.14792 |
21 | 0.024343 | 0.5389 | 0.295115 |
22 | 0.003736 | 0.0827 | 0.467059 |
23 | 0.00191 | 0.0423 | 0.483151 |
24 | -0.078986 | -1.7484 | 0.040507 |
25 | -0.035999 | -0.7969 | 0.212957 |
26 | 0.045069 | 0.9976 | 0.159472 |