Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.210141 | 3.9816 | 4.1e-05 |
2 | 0.325131 | 6.1603 | 0 |
3 | 0.153275 | 2.9041 | 0.001955 |
4 | 0.167252 | 3.169 | 0.000831 |
5 | 0.099156 | 1.8787 | 0.030545 |
6 | 0.064513 | 1.2223 | 0.111191 |
7 | -0.057203 | -1.0838 | 0.13958 |
8 | -0.023244 | -0.4404 | 0.329956 |
9 | -0.085115 | -1.6127 | 0.053845 |
10 | -0.168424 | -3.1912 | 0.000771 |
11 | -0.075939 | -1.4388 | 0.075533 |
12 | -0.475334 | -9.0063 | 0 |
13 | -0.179215 | -3.3956 | 0.000381 |
14 | -0.162819 | -3.085 | 0.001097 |
15 | -0.106644 | -2.0206 | 0.02203 |
16 | -0.147945 | -2.8032 | 0.002668 |
17 | -0.091478 | -1.7333 | 0.041954 |
18 | -0.089745 | -1.7004 | 0.044958 |
19 | 0.027328 | 0.5178 | 0.302458 |
20 | -0.012913 | -0.2447 | 0.403425 |
21 | 0.024199 | 0.4585 | 0.323437 |
22 | -0.018741 | -0.3551 | 0.361367 |
23 | 0.009567 | 0.1813 | 0.42813 |
24 | -0.022226 | -0.4211 | 0.336957 |
25 | 0.091974 | 1.7427 | 0.041125 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.210141 | 3.9816 | 4.1e-05 |
2 | 0.293952 | 5.5696 | 0 |
3 | 0.049544 | 0.9387 | 0.174253 |
4 | 0.049534 | 0.9385 | 0.174302 |
5 | 0.012741 | 0.2414 | 0.404686 |
6 | -0.02095 | -0.3969 | 0.34582 |
7 | -0.124687 | -2.3625 | 0.009343 |
8 | -0.032709 | -0.6197 | 0.267912 |
9 | -0.045438 | -0.8609 | 0.194928 |
10 | -0.146092 | -2.768 | 0.002966 |
11 | 0.023631 | 0.4477 | 0.327306 |
12 | -0.42914 | -8.131 | 0 |
13 | -0.0237 | -0.449 | 0.326836 |
14 | 0.150889 | 2.8589 | 0.002249 |
15 | 0.029791 | 0.5645 | 0.286395 |
16 | -0.044612 | -0.8453 | 0.199257 |
17 | -0.012037 | -0.2281 | 0.40986 |
18 | 0.004648 | 0.0881 | 0.464938 |
19 | 0.011303 | 0.2142 | 0.415271 |
20 | 0.009823 | 0.1861 | 0.426229 |
21 | -0.009818 | -0.186 | 0.426268 |
22 | -0.15669 | -2.9689 | 0.001595 |
23 | 0.012173 | 0.2306 | 0.408859 |
24 | -0.273087 | -5.1743 | 0 |
25 | 0.053216 | 1.0083 | 0.156993 |