Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.273835 | 2.683 | 0.004296 |
2 | 0.135548 | 1.3281 | 0.093649 |
3 | 0.24795 | 2.4294 | 0.008492 |
4 | -0.052642 | -0.5158 | 0.303594 |
5 | -0.146387 | -1.4343 | 0.07737 |
6 | -0.258389 | -2.5317 | 0.006488 |
7 | -0.170622 | -1.6717 | 0.048916 |
8 | -0.096155 | -0.9421 | 0.174248 |
9 | 0.176635 | 1.7307 | 0.043362 |
10 | 0.063369 | 0.6209 | 0.268072 |
11 | 0.147466 | 1.4449 | 0.075876 |
12 | 0.776629 | 7.6094 | 0 |
13 | 0.173882 | 1.7037 | 0.045837 |
14 | 0.063227 | 0.6195 | 0.268529 |
15 | 0.187947 | 1.8415 | 0.034319 |
16 | -0.079558 | -0.7795 | 0.2188 |
17 | -0.142063 | -1.3919 | 0.08358 |
18 | -0.250306 | -2.4525 | 0.007996 |
19 | -0.20233 | -1.9824 | 0.025145 |
20 | -0.131979 | -1.2931 | 0.099536 |
21 | 0.099044 | 0.9704 | 0.167135 |
22 | -0.004985 | -0.0488 | 0.480573 |
23 | 0.069396 | 0.6799 | 0.24909 |
24 | 0.608894 | 5.9659 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.273835 | 2.683 | 0.004296 |
2 | 0.065471 | 0.6415 | 0.261368 |
3 | 0.212078 | 2.0779 | 0.020192 |
4 | -0.195815 | -1.9186 | 0.029003 |
5 | -0.137523 | -1.3474 | 0.090505 |
6 | -0.270054 | -2.646 | 0.00476 |
7 | 0.030337 | 0.2972 | 0.383463 |
8 | 0.041973 | 0.4112 | 0.340905 |
9 | 0.414446 | 4.0607 | 5e-05 |
10 | -0.092536 | -0.9067 | 0.183428 |
11 | 0.097904 | 0.9593 | 0.169918 |
12 | 0.680364 | 6.6662 | 0 |
13 | -0.38943 | -3.8156 | 0.00012 |
14 | -0.066965 | -0.6561 | 0.256657 |
15 | -0.093637 | -0.9174 | 0.180603 |
16 | 0.024411 | 0.2392 | 0.40574 |
17 | 0.04602 | 0.4509 | 0.326537 |
18 | 0.003296 | 0.0323 | 0.487153 |
19 | -0.096521 | -0.9457 | 0.173335 |
20 | 0.002748 | 0.0269 | 0.489287 |
21 | -0.074824 | -0.7331 | 0.232636 |
22 | 0.021131 | 0.207 | 0.418208 |
23 | 0.078184 | 0.766 | 0.222765 |
24 | -0.024454 | -0.2396 | 0.405574 |