Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.055362 | -0.8061 | 0.210549 |
2 | 0.338152 | 4.9236 | 1e-06 |
3 | 0.433414 | 6.3106 | 0 |
4 | 0.056336 | 0.8203 | 0.206493 |
5 | 0.269521 | 3.9243 | 5.9e-05 |
6 | 0.249512 | 3.633 | 0.000176 |
7 | -0.024751 | -0.3604 | 0.359463 |
8 | 0.108586 | 1.581 | 0.05768 |
9 | 0.096751 | 1.4087 | 0.080193 |
10 | -0.11179 | -1.6277 | 0.052538 |
11 | 0.075564 | 1.1002 | 0.13624 |
12 | -0.164766 | -2.399 | 0.008652 |
13 | -0.101536 | -1.4784 | 0.070395 |
14 | -0.064107 | -0.9334 | 0.175833 |
15 | -0.105603 | -1.5376 | 0.062818 |
16 | -0.173495 | -2.5261 | 0.006132 |
17 | -0.088899 | -1.2944 | 0.09847 |
18 | -0.078539 | -1.1436 | 0.12705 |
19 | -0.228779 | -3.3311 | 0.00051 |
20 | -0.040041 | -0.583 | 0.280255 |
21 | -0.061492 | -0.8953 | 0.185812 |
22 | -0.270802 | -3.9429 | 5.5e-05 |
23 | 0.121815 | 1.7737 | 0.038778 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.055362 | -0.8061 | 0.210549 |
2 | 0.336118 | 4.8939 | 1e-06 |
3 | 0.525214 | 7.6472 | 0 |
4 | 0.090054 | 1.3112 | 0.095602 |
5 | -0.055233 | -0.8042 | 0.211088 |
6 | 0.04129 | 0.6012 | 0.274179 |
7 | -0.150931 | -2.1976 | 0.014531 |
8 | -0.246063 | -3.5827 | 0.000211 |
9 | -0.063855 | -0.9297 | 0.17678 |
10 | -0.055354 | -0.806 | 0.210583 |
11 | 0.034269 | 0.499 | 0.309163 |
12 | -0.161893 | -2.3572 | 0.009662 |
13 | -0.086751 | -1.2631 | 0.103969 |
14 | 0.010148 | 0.1478 | 0.441338 |
15 | 0.153019 | 2.228 | 0.013466 |
16 | -0.012822 | -0.1867 | 0.426039 |
17 | -0.058597 | -0.8532 | 0.197261 |
18 | 0.113485 | 1.6524 | 0.04997 |
19 | -0.102668 | -1.4949 | 0.068217 |
20 | -0.162789 | -2.3702 | 0.009337 |
21 | 0.086883 | 1.265 | 0.103625 |
22 | -0.112183 | -1.6334 | 0.051933 |
23 | 0.111973 | 1.6304 | 0.052256 |