Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.107749 | -0.6729 | 0.252491 |
2 | -0.005702 | -0.0356 | 0.485887 |
3 | -0.236765 | -1.4786 | 0.07364 |
4 | 0.019463 | 0.1215 | 0.451941 |
5 | -0.222023 | -1.3865 | 0.08673 |
6 | 0.05455 | 0.3407 | 0.367592 |
7 | -0.08376 | -0.5231 | 0.301939 |
8 | 0.219268 | 1.3693 | 0.089366 |
9 | -0.004539 | -0.0283 | 0.488766 |
10 | -0.246659 | -1.5404 | 0.065771 |
11 | 0.113503 | 0.7088 | 0.241325 |
12 | 0.087221 | 0.5447 | 0.294532 |
13 | 0.071741 | 0.448 | 0.328308 |
14 | -0.150822 | -0.9419 | 0.176026 |
15 | 0.118282 | 0.7387 | 0.232265 |
16 | 0.001 | 0.0062 | 0.497524 |
17 | 0.073559 | 0.4594 | 0.324258 |
18 | -0.160495 | -1.0023 | 0.161191 |
19 | 0.090722 | 0.5666 | 0.28713 |
20 | -0.069434 | -0.4336 | 0.333478 |
21 | -0.014082 | -0.0879 | 0.465187 |
22 | -0.042648 | -0.2663 | 0.395692 |
23 | -0.055949 | -0.3494 | 0.364334 |
24 | 0.102366 | 0.6393 | 0.263191 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.107749 | -0.6729 | 0.252491 |
2 | -0.017515 | -0.1094 | 0.456729 |
3 | -0.242163 | -1.5123 | 0.069259 |
4 | -0.036385 | -0.2272 | 0.410718 |
5 | -0.253816 | -1.5851 | 0.060512 |
6 | -0.070684 | -0.4414 | 0.330672 |
7 | -0.141322 | -0.8826 | 0.191442 |
8 | 0.083536 | 0.5217 | 0.302422 |
9 | 0.001879 | 0.0117 | 0.495349 |
10 | -0.376858 | -2.3535 | 0.011867 |
11 | 0.134725 | 0.8414 | 0.202639 |
12 | 0.035495 | 0.2217 | 0.412865 |
13 | 0.039768 | 0.2484 | 0.402583 |
14 | -0.136856 | -0.8547 | 0.198978 |
15 | 0.05612 | 0.3505 | 0.363937 |
16 | 0.121105 | 0.7563 | 0.227007 |
17 | -0.004446 | -0.0278 | 0.488995 |
18 | 0.057384 | 0.3584 | 0.361003 |
19 | 0.034285 | 0.2141 | 0.415788 |
20 | -0.097691 | -0.6101 | 0.272674 |
21 | -0.004774 | -0.0298 | 0.488183 |
22 | 0.108139 | 0.6753 | 0.251726 |
23 | -0.178873 | -1.1171 | 0.135401 |
24 | -0.018277 | -0.1141 | 0.454855 |