Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.15942 | 1.893 | 0.030203 |
2 | 0.121536 | 1.4432 | 0.075596 |
3 | 0.118735 | 1.4099 | 0.080385 |
4 | 0.130774 | 1.5529 | 0.061349 |
5 | 0.126763 | 1.5052 | 0.067252 |
6 | 0.13528 | 1.6064 | 0.055216 |
7 | 0.058839 | 0.6987 | 0.242952 |
8 | 0.129187 | 1.534 | 0.063634 |
9 | 0.165157 | 1.9611 | 0.025917 |
10 | -0.02464 | -0.2926 | 0.385135 |
11 | -0.03637 | -0.4319 | 0.33325 |
12 | -0.218167 | -2.5906 | 0.005294 |
13 | -0.046611 | -0.5535 | 0.290406 |
14 | 0.112332 | 1.3339 | 0.092199 |
15 | -0.01566 | -0.186 | 0.426375 |
16 | -0.047443 | -0.5634 | 0.287044 |
17 | -0.093952 | -1.1156 | 0.133242 |
18 | -0.061379 | -0.7288 | 0.233656 |
19 | -0.039377 | -0.4676 | 0.320404 |
20 | -0.098843 | -1.1737 | 0.121248 |
21 | -0.168584 | -2.0018 | 0.023611 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.15942 | 1.893 | 0.030203 |
2 | 0.098628 | 1.1711 | 0.121758 |
3 | 0.08864 | 1.0525 | 0.147174 |
4 | 0.094181 | 1.1183 | 0.132661 |
5 | 0.080846 | 0.96 | 0.16935 |
6 | 0.084284 | 1.0008 | 0.159316 |
7 | -0.00444 | -0.0527 | 0.479013 |
8 | 0.082675 | 0.9817 | 0.163961 |
9 | 0.108257 | 1.2855 | 0.100365 |
10 | -0.110474 | -1.3118 | 0.095859 |
11 | -0.086035 | -1.0216 | 0.154357 |
12 | -0.271818 | -3.2277 | 0.000776 |
13 | -0.03375 | -0.4008 | 0.344603 |
14 | 0.152879 | 1.8153 | 0.035799 |
15 | -0.000277 | -0.0033 | 0.498691 |
16 | -0.000895 | -0.0106 | 0.495769 |
17 | -0.090052 | -1.0693 | 0.14338 |
18 | -0.015117 | -0.1795 | 0.428898 |
19 | 0.02834 | 0.3365 | 0.368488 |
20 | -0.032921 | -0.3909 | 0.348223 |
21 | -0.0709 | -0.8419 | 0.200637 |