Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.501014 | -7.0677 | 0 |
2 | -0.088547 | -1.2491 | 0.106547 |
3 | 0.37194 | 5.2469 | 0 |
4 | -0.328864 | -4.6392 | 3e-06 |
5 | 0.131694 | 1.8578 | 0.032339 |
6 | 0.169271 | 2.3879 | 0.008941 |
7 | -0.259943 | -3.667 | 0.000157 |
8 | 0.10023 | 1.4139 | 0.079474 |
9 | 0.062719 | 0.8848 | 0.188677 |
10 | -0.11455 | -1.6159 | 0.053848 |
11 | 0.163429 | 2.3055 | 0.011086 |
12 | -0.188705 | -2.662 | 0.004201 |
13 | -0.02337 | -0.3297 | 0.370998 |
14 | 0.099061 | 1.3974 | 0.081921 |
15 | -0.039998 | -0.5642 | 0.286612 |
16 | -0.089242 | -1.2589 | 0.104767 |
17 | 0.077593 | 1.0946 | 0.137511 |
18 | 0.039651 | 0.5593 | 0.288278 |
19 | -0.179766 | -2.5359 | 0.005992 |
20 | 0.136005 | 1.9186 | 0.028234 |
21 | 0.032617 | 0.4601 | 0.322968 |
22 | -0.275168 | -3.8817 | 7.1e-05 |
23 | 0.355212 | 5.0109 | 1e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.501014 | -7.0677 | 0 |
2 | -0.453363 | -6.3955 | 0 |
3 | 0.134987 | 1.9042 | 0.029162 |
4 | -0.076355 | -1.0771 | 0.141367 |
5 | 0.046631 | 0.6578 | 0.255711 |
6 | 0.18933 | 2.6708 | 0.004096 |
7 | 0.05141 | 0.7252 | 0.234583 |
8 | -0.066563 | -0.939 | 0.174438 |
9 | -0.050592 | -0.7137 | 0.238127 |
10 | -0.00567 | -0.08 | 0.468163 |
11 | 0.135926 | 1.9175 | 0.028305 |
12 | -0.140821 | -1.9865 | 0.024173 |
13 | -0.194504 | -2.7438 | 0.003314 |
14 | -0.19084 | -2.6921 | 0.003852 |
15 | 0.021791 | 0.3074 | 0.37943 |
16 | -0.139068 | -1.9618 | 0.02559 |
17 | -0.074214 | -1.0469 | 0.148203 |
18 | 0.187525 | 2.6454 | 0.004406 |
19 | -0.034018 | -0.4799 | 0.31592 |
20 | -0.119521 | -1.6861 | 0.046676 |
21 | 0.031709 | 0.4473 | 0.32757 |
22 | -0.191465 | -2.7009 | 0.003755 |
23 | 0.161221 | 2.2743 | 0.012007 |