Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.348905 | 3.9781 | 5.7e-05 |
2 | 0.340908 | 3.887 | 8.1e-05 |
3 | 0.260048 | 2.965 | 0.001801 |
4 | 0.085721 | 0.9774 | 0.165102 |
5 | 0.093752 | 1.0689 | 0.14354 |
6 | -0.018079 | -0.2061 | 0.418504 |
7 | -0.065412 | -0.7458 | 0.228563 |
8 | -0.038715 | -0.4414 | 0.32982 |
9 | -0.139513 | -1.5907 | 0.057054 |
10 | -0.124079 | -1.4147 | 0.079771 |
11 | -0.144273 | -1.645 | 0.051196 |
12 | -0.167587 | -1.9108 | 0.029117 |
13 | -0.189294 | -2.1583 | 0.016371 |
14 | -0.051903 | -0.5918 | 0.277512 |
15 | -0.006471 | -0.0738 | 0.470648 |
16 | -0.067196 | -0.7661 | 0.222489 |
17 | 0.006913 | 0.0788 | 0.468649 |
18 | -0.015063 | -0.1717 | 0.431953 |
19 | 0.027231 | 0.3105 | 0.378346 |
20 | -0.004223 | -0.0482 | 0.480834 |
21 | 0.016066 | 0.1832 | 0.427472 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.348905 | 3.9781 | 5.7e-05 |
2 | 0.249553 | 2.8453 | 0.002578 |
3 | 0.101651 | 1.159 | 0.124291 |
4 | -0.107035 | -1.2204 | 0.112264 |
5 | 0.003019 | 0.0344 | 0.486297 |
6 | -0.073914 | -0.8428 | 0.200458 |
7 | -0.066258 | -0.7555 | 0.225671 |
8 | 0.011701 | 0.1334 | 0.447037 |
9 | -0.090809 | -1.0354 | 0.151207 |
10 | -0.050816 | -0.5794 | 0.281663 |
11 | -0.051312 | -0.585 | 0.279765 |
12 | -0.052777 | -0.6017 | 0.274196 |
13 | -0.098105 | -1.1186 | 0.132694 |
14 | 0.118011 | 1.3455 | 0.090398 |
15 | 0.095719 | 1.0914 | 0.138566 |
16 | -0.095914 | -1.0936 | 0.138078 |
17 | -0.011135 | -0.127 | 0.449583 |
18 | -0.016367 | -0.1866 | 0.426129 |
19 | 0.023999 | 0.2736 | 0.392403 |
20 | -0.054008 | -0.6158 | 0.269556 |
21 | 0.025868 | 0.2949 | 0.384254 |