Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.437496 | 8.2778 | 0 |
2 | 0.143638 | 2.7178 | 0.003446 |
3 | 0.095547 | 1.8078 | 0.035735 |
4 | -0.001298 | -0.0246 | 0.490208 |
5 | -0.057764 | -1.093 | 0.137574 |
6 | -0.111642 | -2.1124 | 0.017673 |
7 | -0.101623 | -1.9228 | 0.027649 |
8 | -0.045866 | -0.8678 | 0.193036 |
9 | -0.016443 | -0.3111 | 0.377946 |
10 | -0.046851 | -0.8865 | 0.187983 |
11 | -0.03171 | -0.6 | 0.274448 |
12 | -0.042238 | -0.7992 | 0.212358 |
13 | -0.059903 | -1.1334 | 0.1289 |
14 | -0.127212 | -2.407 | 0.008296 |
15 | -0.124914 | -2.3635 | 0.009319 |
16 | -0.093871 | -1.7761 | 0.03828 |
17 | -0.112966 | -2.1374 | 0.016621 |
18 | -0.086842 | -1.6431 | 0.050617 |
19 | -0.042764 | -0.8091 | 0.209489 |
20 | -0.040958 | -0.775 | 0.219435 |
21 | -0.089436 | -1.6922 | 0.045739 |
22 | -0.065205 | -1.2337 | 0.109055 |
23 | -0.041826 | -0.7914 | 0.214623 |
24 | 0.010988 | 0.2079 | 0.417714 |
25 | -0.018074 | -0.342 | 0.366284 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.437496 | 8.2778 | 0 |
2 | -0.059071 | -1.1177 | 0.132227 |
3 | 0.068055 | 1.2877 | 0.099346 |
4 | -0.078192 | -1.4795 | 0.069949 |
5 | -0.03592 | -0.6796 | 0.248589 |
6 | -0.087643 | -1.6583 | 0.049067 |
7 | -0.013781 | -0.2607 | 0.397218 |
8 | 0.01759 | 0.3328 | 0.36973 |
9 | 0.008032 | 0.152 | 0.439647 |
10 | -0.055004 | -1.0407 | 0.149352 |
11 | 0.000148 | 0.0028 | 0.498884 |
12 | -0.049318 | -0.9331 | 0.175687 |
13 | -0.032626 | -0.6173 | 0.26871 |
14 | -0.11392 | -2.1555 | 0.015895 |
15 | -0.027207 | -0.5148 | 0.303512 |
16 | -0.036206 | -0.6851 | 0.246877 |
17 | -0.070632 | -1.3364 | 0.091129 |
18 | -0.023285 | -0.4406 | 0.329893 |
19 | -0.012222 | -0.2313 | 0.408623 |
20 | -0.052049 | -0.9848 | 0.162688 |
21 | -0.10454 | -1.978 | 0.024348 |
22 | -0.019777 | -0.3742 | 0.354239 |
23 | -0.035178 | -0.6656 | 0.253048 |
24 | 0.025206 | 0.4769 | 0.316854 |
25 | -0.074409 | -1.4079 | 0.080017 |