Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.274566 | 3.3962 | 0.000435 |
2 | -0.261143 | -3.2302 | 0.000757 |
3 | -0.347805 | -4.3021 | 1.5e-05 |
4 | -0.269948 | -3.3391 | 0.000528 |
5 | 0.074184 | 0.9176 | 0.180135 |
6 | 0.272923 | 3.3759 | 0.000466 |
7 | 0.090709 | 1.122 | 0.131808 |
8 | -0.250215 | -3.095 | 0.00117 |
9 | -0.316611 | -3.9163 | 6.8e-05 |
10 | -0.243043 | -3.0063 | 0.001546 |
11 | 0.250023 | 3.0926 | 0.001179 |
12 | 0.839454 | 10.3835 | 0 |
13 | 0.219402 | 2.7139 | 0.003707 |
14 | -0.237694 | -2.9401 | 0.001895 |
15 | -0.331747 | -4.1035 | 3.3e-05 |
16 | -0.253844 | -3.1399 | 0.001014 |
17 | 0.059501 | 0.736 | 0.231433 |
18 | 0.213869 | 2.6454 | 0.004506 |
19 | 0.067087 | 0.8298 | 0.203966 |
20 | -0.251807 | -3.1147 | 0.001099 |
21 | -0.312888 | -3.8702 | 8e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.274566 | 3.3962 | 0.000435 |
2 | -0.363967 | -4.502 | 7e-06 |
3 | -0.187095 | -2.3142 | 0.010992 |
4 | -0.24386 | -3.0164 | 0.001498 |
5 | 0.075606 | 0.9352 | 0.175582 |
6 | 0.050779 | 0.6281 | 0.265439 |
7 | -0.088549 | -1.0953 | 0.137556 |
8 | -0.264077 | -3.2664 | 0.000672 |
9 | -0.164137 | -2.0303 | 0.022031 |
10 | -0.309532 | -3.8287 | 9.4e-05 |
11 | 0.196 | 2.4244 | 0.00825 |
12 | 0.719652 | 8.9016 | 0 |
13 | -0.223996 | -2.7707 | 0.003144 |
14 | 0.145846 | 1.804 | 0.036598 |
15 | 0.013405 | 0.1658 | 0.434261 |
16 | 0.045458 | 0.5623 | 0.287372 |
17 | -0.04417 | -0.5464 | 0.292811 |
18 | -0.189968 | -2.3498 | 0.010031 |
19 | -0.030387 | -0.3759 | 0.353769 |
20 | -0.141955 | -1.7559 | 0.040554 |
21 | -0.135393 | -1.6747 | 0.048016 |