Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.019277 | 0.3713 | 0.355313 |
2 | -0.097003 | -1.8684 | 0.031246 |
3 | -0.248422 | -4.785 | 1e-06 |
4 | -0.095369 | -1.8369 | 0.03351 |
5 | 0.246347 | 4.745 | 1e-06 |
6 | -0.110459 | -2.1276 | 0.017015 |
7 | 0.217199 | 4.1835 | 1.8e-05 |
8 | -0.124895 | -2.4057 | 0.008316 |
9 | -0.273294 | -5.264 | 0 |
10 | -0.156166 | -3.008 | 0.001405 |
11 | 0.001233 | 0.0238 | 0.490531 |
12 | 0.736324 | 14.1826 | 0 |
13 | -0.031802 | -0.6125 | 0.270276 |
14 | -0.160506 | -3.0916 | 0.001071 |
15 | -0.28255 | -5.4423 | 0 |
16 | -0.138991 | -2.6772 | 0.003877 |
17 | 0.187419 | 3.6099 | 0.000174 |
18 | -0.141899 | -2.7332 | 0.003287 |
19 | 0.216849 | 4.1768 | 1.8e-05 |
20 | -0.130933 | -2.522 | 0.006044 |
21 | -0.267366 | -5.1498 | 0 |
22 | -0.13118 | -2.5267 | 0.005964 |
23 | -0.019493 | -0.3755 | 0.353769 |
24 | 0.719054 | 13.85 | 0 |
25 | -0.008976 | -0.1729 | 0.431414 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.019277 | 0.3713 | 0.355313 |
2 | -0.097411 | -1.8763 | 0.030701 |
3 | -0.246927 | -4.7561 | 1e-06 |
4 | -0.107845 | -2.0772 | 0.019233 |
5 | 0.213563 | 4.1135 | 2.4e-05 |
6 | -0.20926 | -4.0306 | 3.4e-05 |
7 | 0.249971 | 4.8148 | 1e-06 |
8 | -0.090374 | -1.7407 | 0.04128 |
9 | -0.322571 | -6.2131 | 0 |
10 | -0.138031 | -2.6587 | 0.004092 |
11 | 0.045972 | 0.8855 | 0.188237 |
12 | 0.626911 | 12.0752 | 0 |
13 | -0.131467 | -2.5322 | 0.005873 |
14 | -0.194159 | -3.7398 | 0.000107 |
15 | -0.112598 | -2.1688 | 0.015367 |
16 | -0.148219 | -2.8549 | 0.002273 |
17 | -0.119075 | -2.2935 | 0.011188 |
18 | -0.12032 | -2.3175 | 0.010509 |
19 | 0.070755 | 1.3628 | 0.086879 |
20 | -0.009428 | -0.1816 | 0.427997 |
21 | -0.060183 | -1.1592 | 0.12356 |
22 | 0.050795 | 0.9784 | 0.164262 |
23 | -0.117296 | -2.2593 | 0.012223 |
24 | 0.26756 | 5.1536 | 0 |
25 | 0.015937 | 0.307 | 0.379522 |