Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.049754 | 0.5171 | 0.303086 |
2 | 0.223512 | 2.3228 | 0.011032 |
3 | 0.02913 | 0.3027 | 0.381339 |
4 | -0.17786 | -1.8484 | 0.033642 |
5 | -0.341658 | -3.5506 | 0.000285 |
6 | -0.279037 | -2.8998 | 0.002262 |
7 | -0.352349 | -3.6617 | 0.000195 |
8 | -0.164452 | -1.709 | 0.045159 |
9 | 0.070546 | 0.7331 | 0.232533 |
10 | 0.175364 | 1.8224 | 0.035578 |
11 | 0.052648 | 0.5471 | 0.292707 |
12 | 0.778171 | 8.087 | 0 |
13 | -0.010195 | -0.106 | 0.457909 |
14 | 0.20327 | 2.1124 | 0.018476 |
15 | -0.026025 | -0.2705 | 0.393663 |
16 | -0.144526 | -1.502 | 0.068013 |
17 | -0.282297 | -2.9337 | 0.002046 |
18 | -0.262412 | -2.7271 | 0.00373 |
19 | -0.318328 | -3.3082 | 0.000638 |
20 | -0.176693 | -1.8362 | 0.034536 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.049754 | 0.5171 | 0.303086 |
2 | 0.221585 | 2.3028 | 0.011604 |
3 | 0.009962 | 0.1035 | 0.45887 |
4 | -0.241299 | -2.5076 | 0.006821 |
5 | -0.374958 | -3.8967 | 8.5e-05 |
6 | -0.235501 | -2.4474 | 0.008001 |
7 | -0.253409 | -2.6335 | 0.004845 |
8 | -0.147288 | -1.5307 | 0.064389 |
9 | 0.082455 | 0.8569 | 0.196699 |
10 | 0.138114 | 1.4353 | 0.077043 |
11 | -0.24666 | -2.5634 | 0.005871 |
12 | 0.645784 | 6.7112 | 0 |
13 | -0.165401 | -1.7189 | 0.044249 |
14 | -0.090992 | -0.9456 | 0.173227 |
15 | -0.04331 | -0.4501 | 0.326775 |
16 | 0.094848 | 0.9857 | 0.163244 |
17 | 0.057329 | 0.5958 | 0.276285 |
18 | -0.115069 | -1.1958 | 0.11719 |
19 | -0.032747 | -0.3403 | 0.367138 |
20 | -0.122025 | -1.2681 | 0.10374 |