Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.305233 | -4.3167 | 1.2e-05 |
2 | -0.042352 | -0.599 | 0.274941 |
3 | 0.043493 | 0.6151 | 0.269601 |
4 | 0.030821 | 0.4359 | 0.331701 |
5 | -0.175335 | -2.4796 | 0.00699 |
6 | -0.05545 | -0.7842 | 0.216932 |
7 | 0.049715 | 0.7031 | 0.241413 |
8 | -0.225067 | -3.1829 | 0.000845 |
9 | 0.273809 | 3.8722 | 7.3e-05 |
10 | -0.151718 | -2.1456 | 0.016555 |
11 | 0.05704 | 0.8067 | 0.210406 |
12 | -0.030895 | -0.4369 | 0.331318 |
13 | 0.074349 | 1.0514 | 0.147161 |
14 | 0.051301 | 0.7255 | 0.234496 |
15 | -0.054357 | -0.7687 | 0.221481 |
16 | -0.025618 | -0.3623 | 0.358759 |
17 | -0.019266 | -0.2725 | 0.392775 |
18 | 0.075412 | 1.0665 | 0.143745 |
19 | -0.099404 | -1.4058 | 0.08067 |
20 | -0.000462 | -0.0065 | 0.497398 |
21 | 0.100017 | 1.4144 | 0.079392 |
22 | -0.025589 | -0.3619 | 0.358909 |
23 | 0.030347 | 0.4292 | 0.33413 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.305233 | -4.3167 | 1.2e-05 |
2 | -0.149443 | -2.1134 | 0.017901 |
3 | -0.019154 | -0.2709 | 0.393382 |
4 | 0.038075 | 0.5385 | 0.295429 |
5 | -0.165589 | -2.3418 | 0.010088 |
6 | -0.187814 | -2.6561 | 0.004271 |
7 | -0.074987 | -1.0605 | 0.145104 |
8 | -0.293168 | -4.146 | 2.5e-05 |
9 | 0.127802 | 1.8074 | 0.036102 |
10 | -0.126341 | -1.7867 | 0.037748 |
11 | -0.039259 | -0.5552 | 0.289686 |
12 | -0.104994 | -1.4848 | 0.069581 |
13 | -0.074849 | -1.0585 | 0.145547 |
14 | 0.093232 | 1.3185 | 0.094423 |
15 | -0.014921 | -0.211 | 0.416546 |
16 | -0.113492 | -1.605 | 0.055034 |
17 | -0.017351 | -0.2454 | 0.403208 |
18 | -0.052574 | -0.7435 | 0.229025 |
19 | 0.010558 | 0.1493 | 0.44073 |
20 | -0.070499 | -0.997 | 0.159981 |
21 | 0.08851 | 1.2517 | 0.106066 |
22 | 0.020407 | 0.2886 | 0.386593 |
23 | 0.027824 | 0.3935 | 0.347189 |