Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.49013 | 6.0626 | 0 |
2 | 0.144271 | 1.7845 | 0.03816 |
3 | -0.140977 | -1.7438 | 0.041603 |
4 | -0.087507 | -1.0824 | 0.140387 |
5 | 0.140668 | 1.74 | 0.041938 |
6 | 0.290404 | 3.5921 | 0.000221 |
7 | 0.322271 | 3.9863 | 5.2e-05 |
8 | 0.247385 | 3.06 | 0.001307 |
9 | 0.197666 | 2.445 | 0.00781 |
10 | 0.101387 | 1.2541 | 0.105862 |
11 | 0.090468 | 1.119 | 0.13244 |
12 | 0.061723 | 0.7635 | 0.22318 |
13 | 0.008648 | 0.107 | 0.457475 |
14 | 0.047856 | 0.5919 | 0.277381 |
15 | 0.051409 | 0.6359 | 0.262898 |
16 | 0.029794 | 0.3685 | 0.356492 |
17 | -0.016569 | -0.2049 | 0.418944 |
18 | 0.019493 | 0.2411 | 0.404896 |
19 | 0.030596 | 0.3785 | 0.352809 |
20 | 0.045055 | 0.5573 | 0.289067 |
21 | -0.086668 | -1.072 | 0.142697 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.49013 | 6.0626 | 0 |
2 | -0.126297 | -1.5622 | 0.060152 |
3 | -0.212286 | -2.6258 | 0.004761 |
4 | 0.128717 | 1.5921 | 0.056709 |
5 | 0.235274 | 2.9102 | 0.002076 |
6 | 0.102043 | 1.2622 | 0.104398 |
7 | 0.107077 | 1.3245 | 0.09366 |
8 | 0.125035 | 1.5466 | 0.062013 |
9 | 0.160575 | 1.9862 | 0.024398 |
10 | -0.002163 | -0.0268 | 0.489343 |
11 | 0.047889 | 0.5924 | 0.277244 |
12 | -0.009972 | -0.1233 | 0.450997 |
13 | -0.125214 | -1.5488 | 0.061746 |
14 | -0.002192 | -0.0271 | 0.489204 |
15 | -0.063928 | -0.7907 | 0.215158 |
16 | -0.144709 | -1.7899 | 0.03772 |
17 | -0.111474 | -1.3789 | 0.084976 |
18 | 0.050003 | 0.6185 | 0.268584 |
19 | -0.020354 | -0.2518 | 0.40078 |
20 | -0.025894 | -0.3203 | 0.374592 |
21 | -0.149572 | -1.8501 | 0.033113 |