Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.004857 | 0.053 | 0.478919 |
2 | 0.038748 | 0.4227 | 0.336641 |
3 | -0.025782 | -0.2813 | 0.389503 |
4 | -0.104057 | -1.1351 | 0.129302 |
5 | 0.039723 | 0.4333 | 0.33278 |
6 | -0.039873 | -0.435 | 0.332188 |
7 | 0.046565 | 0.508 | 0.306208 |
8 | -0.051746 | -0.5645 | 0.286743 |
9 | -0.024655 | -0.269 | 0.394214 |
10 | 0.065192 | 0.7112 | 0.239189 |
11 | -0.142182 | -1.551 | 0.061776 |
12 | 0.462541 | 5.0457 | 1e-06 |
13 | -0.158412 | -1.7281 | 0.043284 |
14 | 0.070231 | 0.7661 | 0.222557 |
15 | -0.014525 | -0.1584 | 0.437187 |
16 | -0.101196 | -1.1039 | 0.135927 |
17 | 0.02495 | 0.2722 | 0.392982 |
18 | 0.017255 | 0.1882 | 0.425507 |
19 | 0.067039 | 0.7313 | 0.233014 |
20 | -0.088036 | -0.9604 | 0.16941 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.004857 | 0.053 | 0.478919 |
2 | 0.038726 | 0.4224 | 0.336731 |
3 | -0.026191 | -0.2857 | 0.387798 |
4 | -0.105521 | -1.1511 | 0.125999 |
5 | 0.043214 | 0.4714 | 0.319107 |
6 | -0.032909 | -0.359 | 0.360118 |
7 | 0.038777 | 0.423 | 0.336527 |
8 | -0.059302 | -0.6469 | 0.25947 |
9 | -0.020522 | -0.2239 | 0.41162 |
10 | 0.064168 | 0.7 | 0.242649 |
11 | -0.136157 | -1.4853 | 0.070055 |
12 | 0.464908 | 5.0715 | 1e-06 |
13 | -0.252264 | -2.7519 | 0.003427 |
14 | 0.143707 | 1.5677 | 0.059808 |
15 | -0.081375 | -0.8877 | 0.188248 |
16 | 0.013064 | 0.1425 | 0.44346 |
17 | -0.050714 | -0.5532 | 0.290574 |
18 | 0.115271 | 1.2575 | 0.105525 |
19 | -0.022944 | -0.2503 | 0.401396 |
20 | -0.083741 | -0.9135 | 0.181411 |