Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.19275 | -2.1977 | 0.014871 |
2 | 0.194993 | 2.2233 | 0.013963 |
3 | 0.049196 | 0.5609 | 0.287907 |
4 | 0.162965 | 1.8581 | 0.03271 |
5 | 0.019275 | 0.2198 | 0.413198 |
6 | -0.002116 | -0.0241 | 0.490392 |
7 | 0.070484 | 0.8036 | 0.211536 |
8 | 0.088944 | 1.0141 | 0.156206 |
9 | -0.126565 | -1.4431 | 0.075704 |
10 | 0.041401 | 0.472 | 0.318845 |
11 | 0.09042 | 1.031 | 0.152239 |
12 | -0.394514 | -4.4982 | 8e-06 |
13 | 0.236647 | 2.6982 | 0.003949 |
14 | -0.250777 | -2.8593 | 0.002474 |
15 | 0.055593 | 0.6339 | 0.263642 |
16 | -0.218079 | -2.4865 | 0.007084 |
17 | -0.058083 | -0.6622 | 0.254492 |
18 | 0.034477 | 0.3931 | 0.347447 |
19 | -0.025267 | -0.2881 | 0.386871 |
20 | -0.080447 | -0.9172 | 0.18036 |
21 | 0.176717 | 2.0149 | 0.022989 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.19275 | -2.1977 | 0.014871 |
2 | 0.163931 | 1.8691 | 0.031929 |
3 | 0.119766 | 1.3655 | 0.08722 |
4 | 0.172397 | 1.9656 | 0.025736 |
5 | 0.054057 | 0.6163 | 0.269371 |
6 | -0.060192 | -0.6863 | 0.246876 |
7 | 0.014934 | 0.1703 | 0.432531 |
8 | 0.092301 | 1.0524 | 0.147286 |
9 | -0.12665 | -1.444 | 0.075568 |
10 | -0.04538 | -0.5174 | 0.302875 |
11 | 0.116075 | 1.3235 | 0.094003 |
12 | -0.423947 | -4.8337 | 2e-06 |
13 | 0.151302 | 1.7251 | 0.043443 |
14 | -0.098095 | -1.1185 | 0.132717 |
15 | -0.067173 | -0.7659 | 0.222564 |
16 | -0.048206 | -0.5496 | 0.291755 |
17 | -0.124967 | -1.4248 | 0.078299 |
18 | 0.070041 | 0.7986 | 0.212994 |
19 | 0.153983 | 1.7557 | 0.04075 |
20 | 0.015086 | 0.172 | 0.431851 |
21 | 0.133469 | 1.5218 | 0.065247 |