Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.004123 | -0.0913 | 0.463655 |
2 | -0.021808 | -0.4827 | 0.31475 |
3 | -0.011411 | -0.2526 | 0.400346 |
4 | 0.000913 | 0.0202 | 0.491943 |
5 | -0.017655 | -0.3908 | 0.348052 |
6 | -0.014971 | -0.3314 | 0.370242 |
7 | -0.009918 | -0.2195 | 0.413158 |
8 | 0.071812 | 1.5896 | 0.056281 |
9 | 0.011123 | 0.2462 | 0.402806 |
10 | -0.056739 | -1.256 | 0.104861 |
11 | -0.098829 | -2.1877 | 0.014583 |
12 | 0.084963 | 1.8807 | 0.030301 |
13 | 0.063262 | 1.4004 | 0.08102 |
14 | 0.028597 | 0.633 | 0.26351 |
15 | 0.005797 | 0.1283 | 0.44897 |
16 | -0.01544 | -0.3418 | 0.366334 |
17 | 1e-04 | 0.0022 | 0.499113 |
18 | 0.026742 | 0.592 | 0.277075 |
19 | -0.033872 | -0.7498 | 0.226871 |
20 | 0.054005 | 1.1955 | 0.116243 |
21 | -0.072159 | -1.5973 | 0.055422 |
22 | 0.022634 | 0.501 | 0.308292 |
23 | -0.057666 | -1.2765 | 0.101193 |
24 | -0.07528 | -1.6664 | 0.048136 |
25 | -0.004612 | -0.1021 | 0.459364 |
26 | 0.022409 | 0.4961 | 0.310041 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.004123 | -0.0913 | 0.463655 |
2 | -0.021825 | -0.4831 | 0.314613 |
3 | -0.011598 | -0.2567 | 0.398743 |
4 | 0.000337 | 0.0075 | 0.497023 |
5 | -0.018164 | -0.4021 | 0.343904 |
6 | -0.01525 | -0.3376 | 0.367912 |
7 | -0.010842 | -0.24 | 0.405217 |
8 | 0.070719 | 1.5654 | 0.059064 |
9 | 0.011035 | 0.2443 | 0.403559 |
10 | -0.054454 | -1.2054 | 0.114315 |
11 | -0.098708 | -2.185 | 0.014681 |
12 | 0.082656 | 1.8297 | 0.033954 |
13 | 0.063552 | 1.4068 | 0.080062 |
14 | 0.033217 | 0.7353 | 0.231258 |
15 | 0.007962 | 0.1762 | 0.430088 |
16 | -0.024628 | -0.5452 | 0.292943 |
17 | -0.001597 | -0.0353 | 0.485909 |
18 | 0.038887 | 0.8608 | 0.194882 |
19 | -0.013757 | -0.3045 | 0.38043 |
20 | 0.044998 | 0.9961 | 0.159853 |
21 | -0.097064 | -2.1486 | 0.016077 |
22 | 0.016842 | 0.3728 | 0.354725 |
23 | -0.038008 | -0.8413 | 0.200282 |
24 | -0.06562 | -1.4526 | 0.073494 |
25 | -0.008445 | -0.1869 | 0.425891 |
26 | 0.00334 | 0.0739 | 0.470544 |