Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.005416 | 0.0766 | 0.469513 |
2 | 0.373504 | 5.2821 | 0 |
3 | 0.389276 | 5.5052 | 0 |
4 | 0.089571 | 1.2667 | 0.103363 |
5 | 0.279898 | 3.9584 | 5.2e-05 |
6 | 0.147341 | 2.0837 | 0.019228 |
7 | -0.0413 | -0.5841 | 0.279914 |
8 | 0.07046 | 0.9965 | 0.160116 |
9 | -0.077301 | -1.0932 | 0.137809 |
10 | -0.139478 | -1.9725 | 0.024964 |
11 | 0.003836 | 0.0542 | 0.478398 |
12 | -0.477281 | -6.7498 | 0 |
13 | -0.049427 | -0.699 | 0.242682 |
14 | -0.240767 | -3.405 | 4e-04 |
15 | -0.206357 | -2.9183 | 0.001961 |
16 | -0.175671 | -2.4844 | 0.0069 |
17 | -0.20427 | -2.8888 | 0.002147 |
18 | -0.13136 | -1.8577 | 0.03234 |
19 | -0.173453 | -2.453 | 0.007512 |
20 | -0.111361 | -1.5749 | 0.058433 |
21 | -0.037122 | -0.525 | 0.300086 |
22 | -0.176814 | -2.5005 | 0.006602 |
23 | 0.038248 | 0.5409 | 0.294585 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.005416 | 0.0766 | 0.469513 |
2 | 0.373486 | 5.2819 | 0 |
3 | 0.448569 | 6.3437 | 0 |
4 | 0.017615 | 0.2491 | 0.401763 |
5 | -0.022784 | -0.3222 | 0.373812 |
6 | -0.032389 | -0.4581 | 0.323705 |
7 | -0.237601 | -3.3602 | 0.000466 |
8 | -0.206205 | -2.9162 | 0.001974 |
9 | -0.125451 | -1.7742 | 0.03878 |
10 | -0.11041 | -1.5614 | 0.060002 |
11 | 0.102844 | 1.4544 | 0.073696 |
12 | -0.390741 | -5.5259 | 0 |
13 | -0.08291 | -1.1725 | 0.12119 |
14 | 0.092643 | 1.3102 | 0.095821 |
15 | 0.292688 | 4.1392 | 2.6e-05 |
16 | 0.002936 | 0.0415 | 0.483464 |
17 | -0.04072 | -0.5759 | 0.282674 |
18 | 0.058418 | 0.8262 | 0.204849 |
19 | -0.172909 | -2.4453 | 0.007669 |
20 | -0.243023 | -3.4369 | 0.000358 |
21 | 0.017408 | 0.2462 | 0.402896 |
22 | -0.107588 | -1.5215 | 0.064853 |
23 | 0.090647 | 1.2819 | 0.100673 |