Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.057977 | -0.6482 | 0.25902 |
2 | -0.086913 | -0.9717 | 0.166534 |
3 | 4.8e-05 | 5e-04 | 0.499788 |
4 | -0.501803 | -5.6103 | 0 |
5 | -0.005554 | -0.0621 | 0.475294 |
6 | 0.037979 | 0.4246 | 0.335921 |
7 | 0.198222 | 2.2162 | 0.014244 |
8 | 0.08584 | 0.9597 | 0.169524 |
9 | -0.065037 | -0.7271 | 0.234252 |
10 | 0.041043 | 0.4589 | 0.32356 |
11 | -0.094699 | -1.0588 | 0.145873 |
12 | -0.102081 | -1.1413 | 0.127963 |
13 | 0.116854 | 1.3065 | 0.096897 |
14 | 0.0077 | 0.0861 | 0.465766 |
15 | -0.041986 | -0.4694 | 0.319795 |
16 | 0.063658 | 0.7117 | 0.238982 |
17 | -0.086438 | -0.9664 | 0.167855 |
18 | 0.00962 | 0.1076 | 0.457259 |
19 | 0.024433 | 0.2732 | 0.392588 |
20 | -0.029737 | -0.3325 | 0.370046 |
21 | 0.077107 | 0.8621 | 0.195146 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.057977 | -0.6482 | 0.25902 |
2 | -0.090579 | -1.0127 | 0.156579 |
3 | -0.010824 | -0.121 | 0.451936 |
4 | -0.516378 | -5.7733 | 0 |
5 | -0.102556 | -1.1466 | 0.126867 |
6 | -0.119712 | -1.3384 | 0.091595 |
7 | 0.215611 | 2.4106 | 0.008691 |
8 | -0.215113 | -2.405 | 0.008818 |
9 | -0.080522 | -0.9003 | 0.184854 |
10 | -0.026304 | -0.2941 | 0.38459 |
11 | 0.1658 | 1.8537 | 0.03307 |
12 | -0.196453 | -2.1964 | 0.014953 |
13 | 0.082274 | 0.9199 | 0.179711 |
14 | -0.064714 | -0.7235 | 0.235356 |
15 | 0.073559 | 0.8224 | 0.206204 |
16 | -0.113507 | -1.269 | 0.103392 |
17 | -0.009588 | -0.1072 | 0.457401 |
18 | -0.023532 | -0.2631 | 0.396456 |
19 | 0.07244 | 0.8099 | 0.209767 |
20 | -0.13088 | -1.4633 | 0.07295 |
21 | 0.058109 | 0.6497 | 0.258547 |