Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.273045 | 1.6154 | 0.057607 |
2 | -0.217334 | -1.2858 | 0.103484 |
3 | -0.437634 | -2.5891 | 0.006963 |
4 | -0.199727 | -1.1816 | 0.122666 |
5 | 0.312162 | 1.8468 | 0.036624 |
6 | 0.299748 | 1.7733 | 0.042438 |
7 | 0.090109 | 0.5331 | 0.29867 |
8 | -0.296624 | -1.7549 | 0.044018 |
9 | -0.171121 | -1.0124 | 0.159155 |
10 | 0.089831 | 0.5314 | 0.299233 |
11 | 0.136553 | 0.8079 | 0.212314 |
12 | -0.067755 | -0.4008 | 0.345486 |
13 | -0.249137 | -1.4739 | 0.074721 |
14 | -0.10597 | -0.6269 | 0.267387 |
15 | 0.054326 | 0.3214 | 0.374911 |
16 | 0.168128 | 0.9947 | 0.163364 |
17 | 0.031308 | 0.1852 | 0.427063 |
18 | -0.20205 | -1.1953 | 0.119994 |
19 | -0.16368 | -0.9683 | 0.169758 |
20 | -0.055481 | -0.3282 | 0.372346 |
21 | 0.119801 | 0.7088 | 0.241586 |
22 | 0.092651 | 0.5481 | 0.293541 |
23 | 0.034103 | 0.2018 | 0.420637 |
24 | 0.013699 | 0.081 | 0.467934 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.273045 | 1.6154 | 0.057607 |
2 | -0.315402 | -1.8659 | 0.035224 |
3 | -0.328127 | -1.9412 | 0.030158 |
4 | -0.05537 | -0.3276 | 0.372592 |
5 | 0.290323 | 1.7176 | 0.047356 |
6 | -0.029534 | -0.1747 | 0.43115 |
7 | 0.020718 | 0.1226 | 0.451574 |
8 | -0.159033 | -0.9408 | 0.176615 |
9 | 0.169134 | 1.0006 | 0.161941 |
10 | 0.039834 | 0.2357 | 0.407536 |
11 | -0.123101 | -0.7283 | 0.235644 |
12 | -0.27486 | -1.6261 | 0.056451 |
13 | -0.028825 | -0.1705 | 0.432788 |
14 | 0.059324 | 0.351 | 0.36386 |
15 | -0.089035 | -0.5267 | 0.300849 |
16 | -0.118658 | -0.702 | 0.243664 |
17 | 0.012424 | 0.0735 | 0.470912 |
18 | -0.02994 | -0.1771 | 0.430214 |
19 | 0.000181 | 0.0011 | 0.499576 |
20 | -0.187411 | -1.1087 | 0.137552 |
21 | -0.049676 | -0.2939 | 0.38529 |
22 | 0.024671 | 0.146 | 0.442396 |
23 | 0.118132 | 0.6989 | 0.244623 |
24 | -0.001061 | -0.0063 | 0.497515 |