Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.020962 | -0.2964 | 0.3836 |
2 | 0.371277 | 5.2507 | 0 |
3 | 0.38641 | 5.4647 | 0 |
4 | 0.082373 | 1.1649 | 0.122716 |
5 | 0.292275 | 4.1334 | 2.6e-05 |
6 | 0.144307 | 2.0408 | 0.021292 |
7 | -0.034899 | -0.4935 | 0.311086 |
8 | 0.093268 | 1.319 | 0.094336 |
9 | -0.085172 | -1.2045 | 0.114906 |
10 | -0.114635 | -1.6212 | 0.053277 |
11 | 0.021979 | 0.3108 | 0.378124 |
12 | -0.481629 | -6.8113 | 0 |
13 | -0.023491 | -0.3322 | 0.370037 |
14 | -0.251004 | -3.5497 | 0.00024 |
15 | -0.214548 | -3.0342 | 0.001366 |
16 | -0.182875 | -2.5862 | 0.005206 |
17 | -0.226447 | -3.2024 | 0.000793 |
18 | -0.148268 | -2.0968 | 0.018633 |
19 | -0.198613 | -2.8088 | 0.002733 |
20 | -0.146061 | -2.0656 | 0.020077 |
21 | -0.05923 | -0.8376 | 0.201619 |
22 | -0.221335 | -3.1301 | 0.001004 |
23 | 0.023502 | 0.3324 | 0.369982 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.020962 | -0.2964 | 0.3836 |
2 | 0.371001 | 5.2467 | 0 |
3 | 0.462984 | 6.5476 | 0 |
4 | 0.034753 | 0.4915 | 0.311813 |
5 | -0.00794 | -0.1123 | 0.455351 |
6 | -0.032947 | -0.4659 | 0.320883 |
7 | -0.246668 | -3.4884 | 0.000299 |
8 | -0.205339 | -2.9039 | 0.00205 |
9 | -0.148098 | -2.0944 | 0.018741 |
10 | -0.117303 | -1.6589 | 0.04935 |
11 | 0.122662 | 1.7347 | 0.042167 |
12 | -0.389853 | -5.5134 | 0 |
13 | -0.109075 | -1.5426 | 0.06226 |
14 | 0.065558 | 0.9271 | 0.177487 |
15 | 0.274913 | 3.8879 | 6.9e-05 |
16 | -0.007743 | -0.1095 | 0.456456 |
17 | -0.035716 | -0.5051 | 0.307021 |
18 | 0.067466 | 0.9541 | 0.170588 |
19 | -0.174883 | -2.4732 | 0.007112 |
20 | -0.252645 | -3.5729 | 0.000221 |
21 | -0.00072 | -0.0102 | 0.495942 |
22 | -0.131532 | -1.8601 | 0.032166 |
23 | 0.117243 | 1.6581 | 0.049435 |