Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.448259 | 6.014 | 0 |
2 | 0.247015 | 3.3141 | 0.000556 |
3 | 0.011347 | 0.1522 | 0.439585 |
4 | -0.2212 | -2.9677 | 0.001704 |
5 | -0.288158 | -3.866 | 7.7e-05 |
6 | -0.420248 | -5.6382 | 0 |
7 | -0.28007 | -3.7575 | 0.000116 |
8 | -0.226617 | -3.0404 | 0.001358 |
9 | 0.049525 | 0.6644 | 0.253628 |
10 | 0.211163 | 2.833 | 0.002568 |
11 | 0.304622 | 4.0869 | 3.3e-05 |
12 | 0.63999 | 8.5864 | 0 |
13 | 0.321436 | 4.3125 | 1.3e-05 |
14 | 0.224033 | 3.0057 | 0.001514 |
15 | 0.024448 | 0.328 | 0.371643 |
16 | -0.174092 | -2.3357 | 0.010305 |
17 | -0.228747 | -3.069 | 0.00124 |
18 | -0.359715 | -4.8261 | 1e-06 |
19 | -0.253925 | -3.4068 | 0.000405 |
20 | -0.206148 | -2.7658 | 0.003136 |
21 | 0.027434 | 0.3681 | 0.35663 |
22 | 0.204504 | 2.7437 | 0.003345 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.448259 | 6.014 | 0 |
2 | 0.057666 | 0.7737 | 0.22007 |
3 | -0.149225 | -2.0021 | 0.02339 |
4 | -0.242739 | -3.2567 | 0.000674 |
5 | -0.112864 | -1.5142 | 0.065862 |
6 | -0.252197 | -3.3836 | 0.000439 |
7 | 0.002873 | 0.0385 | 0.48465 |
8 | -0.111665 | -1.4981 | 0.067924 |
9 | 0.172732 | 2.3174 | 0.010802 |
10 | 0.075085 | 1.0074 | 0.157553 |
11 | 0.095332 | 1.279 | 0.10127 |
12 | 0.500171 | 6.7105 | 0 |
13 | -0.176681 | -2.3704 | 0.009413 |
14 | 0.062661 | 0.8407 | 0.200821 |
15 | 0.046724 | 0.6269 | 0.265771 |
16 | -0.025205 | -0.3382 | 0.36782 |
17 | 0.056556 | 0.7588 | 0.22449 |
18 | -0.036995 | -0.4963 | 0.31013 |
19 | -0.028316 | -0.3799 | 0.352236 |
20 | 0.037566 | 0.504 | 0.307438 |
21 | -0.03562 | -0.4779 | 0.316655 |
22 | 0.110594 | 1.4838 | 0.069808 |