Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.098457 | -1.1312 | 0.130015 |
2 | 0.067332 | 0.7736 | 0.220278 |
3 | 0.191665 | 2.2021 | 0.014699 |
4 | -0.012521 | -0.1439 | 0.442915 |
5 | 0.152758 | 1.7551 | 0.040785 |
6 | 0.19897 | 2.286 | 0.011924 |
7 | -0.150357 | -1.7275 | 0.043211 |
8 | 0.106526 | 1.2239 | 0.111586 |
9 | 0.192562 | 2.2124 | 0.01433 |
10 | -0.075313 | -0.8653 | 0.194226 |
11 | 0.096207 | 1.1053 | 0.135514 |
12 | -0.383417 | -4.4051 | 1.1e-05 |
13 | -0.009097 | -0.1045 | 0.458461 |
14 | -0.009757 | -0.1121 | 0.455459 |
15 | -0.037447 | -0.4302 | 0.333866 |
16 | -0.143208 | -1.6453 | 0.05114 |
17 | 0.051441 | 0.591 | 0.277762 |
18 | -0.148109 | -1.7016 | 0.045588 |
19 | -0.112806 | -1.296 | 0.098611 |
20 | 0.036406 | 0.4183 | 0.338215 |
21 | -0.207971 | -2.3894 | 0.009145 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.098457 | -1.1312 | 0.130015 |
2 | 0.058203 | 0.6687 | 0.252427 |
3 | 0.206331 | 2.3706 | 0.009604 |
4 | 0.023981 | 0.2755 | 0.391675 |
5 | 0.13259 | 1.5233 | 0.065033 |
6 | 0.203883 | 2.3424 | 0.010327 |
7 | -0.137829 | -1.5835 | 0.057847 |
8 | -0.004043 | -0.0465 | 0.48151 |
9 | 0.171046 | 1.9652 | 0.025747 |
10 | -0.029369 | -0.3374 | 0.368168 |
11 | -0.014902 | -0.1712 | 0.43216 |
12 | -0.485753 | -5.5809 | 0 |
13 | -0.091507 | -1.0513 | 0.147513 |
14 | -0.090548 | -1.0403 | 0.150048 |
15 | 0.078027 | 0.8965 | 0.18582 |
16 | -0.081218 | -0.9331 | 0.176229 |
17 | 0.166988 | 1.9185 | 0.028601 |
18 | 0.054202 | 0.6227 | 0.267266 |
19 | -0.22553 | -2.5911 | 0.005321 |
20 | 0.061957 | 0.7118 | 0.238913 |
21 | 0.064073 | 0.7361 | 0.231476 |