Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.026464 | 0.5097 | 0.305269 |
2 | -0.122833 | -2.3659 | 0.009249 |
3 | -0.249309 | -4.802 | 1e-06 |
4 | -0.085224 | -1.6415 | 0.050768 |
5 | 0.256568 | 4.9418 | 1e-06 |
6 | -0.116159 | -2.2374 | 0.012927 |
7 | 0.226469 | 4.3621 | 8e-06 |
8 | -0.116239 | -2.2389 | 0.012876 |
9 | -0.271329 | -5.2262 | 0 |
10 | -0.18144 | -3.4948 | 0.000266 |
11 | 0.000586 | 0.0113 | 0.495499 |
12 | 0.754851 | 14.5395 | 0 |
13 | -0.025287 | -0.4871 | 0.31325 |
14 | -0.18926 | -3.6454 | 0.000153 |
15 | -0.282736 | -5.4459 | 0 |
16 | -0.132037 | -2.5432 | 0.005695 |
17 | 0.207141 | 3.9898 | 4e-05 |
18 | -0.145504 | -2.8026 | 0.002668 |
19 | 0.226448 | 4.3617 | 8e-06 |
20 | -0.124894 | -2.4056 | 0.008316 |
21 | -0.258167 | -4.9726 | 1e-06 |
22 | -0.160552 | -3.0925 | 0.001068 |
23 | -0.014959 | -0.2881 | 0.386704 |
24 | 0.730814 | 14.0765 | 0 |
25 | -0.00928 | -0.1787 | 0.429121 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.026464 | 0.5097 | 0.305269 |
2 | -0.12362 | -2.3811 | 0.008883 |
3 | -0.246319 | -4.7444 | 1e-06 |
4 | -0.100796 | -1.9415 | 0.026479 |
5 | 0.212997 | 4.1026 | 2.5e-05 |
6 | -0.221577 | -4.2679 | 1.3e-05 |
7 | 0.285882 | 5.5065 | 0 |
8 | -0.101917 | -1.9631 | 0.025193 |
9 | -0.309778 | -5.9668 | 0 |
10 | -0.166036 | -3.1981 | 0.000751 |
11 | 0.050466 | 0.972 | 0.165832 |
12 | 0.642861 | 12.3824 | 0 |
13 | -0.145657 | -2.8055 | 0.002644 |
14 | -0.220082 | -4.2391 | 1.4e-05 |
15 | -0.092674 | -1.785 | 0.037538 |
16 | -0.159368 | -3.0696 | 0.00115 |
17 | -0.106285 | -2.0472 | 0.020672 |
18 | -0.10646 | -2.0506 | 0.020506 |
19 | 0.088417 | 1.703 | 0.044701 |
20 | -0.024516 | -0.4722 | 0.318524 |
21 | -0.033114 | -0.6378 | 0.261993 |
22 | 0.040953 | 0.7888 | 0.215364 |
23 | -0.107512 | -2.0708 | 0.019533 |
24 | 0.249063 | 4.7973 | 1e-06 |
25 | -0.003448 | -0.0664 | 0.473539 |