Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.325366 | 4.0377 | 4.2e-05 |
2 | 0.160841 | 1.996 | 0.023849 |
3 | 0.004552 | 0.0565 | 0.477513 |
4 | 0.004552 | 0.0565 | 0.477514 |
5 | -0.077624 | -0.9633 | 0.168456 |
6 | 0.029295 | 0.3635 | 0.358351 |
7 | 0.081445 | 1.0107 | 0.156872 |
8 | 0.047887 | 0.5943 | 0.276604 |
9 | 0.089135 | 1.1061 | 0.135197 |
10 | -0.044528 | -0.5526 | 0.290678 |
11 | -0.077897 | -0.9667 | 0.167611 |
12 | -0.461706 | -5.7296 | 0 |
13 | -0.294324 | -3.6525 | 0.000178 |
14 | -0.169914 | -2.1086 | 0.0183 |
15 | -0.033811 | -0.4196 | 0.337685 |
16 | 0.003536 | 0.0439 | 0.482527 |
17 | 0.050177 | 0.6227 | 0.267208 |
18 | 0.011932 | 0.1481 | 0.441239 |
19 | -0.005095 | -0.0632 | 0.474834 |
20 | -0.011465 | -0.1423 | 0.443523 |
21 | -0.047814 | -0.5934 | 0.276907 |
22 | -0.006678 | -0.0829 | 0.467031 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.325366 | 4.0377 | 4.2e-05 |
2 | 0.061488 | 0.763 | 0.223302 |
3 | -0.072487 | -0.8995 | 0.184884 |
4 | 0.014983 | 0.1859 | 0.42637 |
5 | -0.081144 | -1.007 | 0.157764 |
6 | 0.08344 | 1.0355 | 0.151038 |
7 | 0.07779 | 0.9653 | 0.167942 |
8 | -0.022509 | -0.2793 | 0.390182 |
9 | 0.07652 | 0.9496 | 0.171903 |
10 | -0.114543 | -1.4214 | 0.078604 |
11 | -0.050249 | -0.6236 | 0.266916 |
12 | -0.452431 | -5.6145 | 0 |
13 | -0.047547 | -0.59 | 0.278014 |
14 | 0.035315 | 0.4383 | 0.330909 |
15 | 0.002696 | 0.0335 | 0.486677 |
16 | 0.04654 | 0.5775 | 0.282209 |
17 | -0.027483 | -0.3411 | 0.366763 |
18 | 0.026057 | 0.3234 | 0.373429 |
19 | 0.076074 | 0.9441 | 0.173311 |
20 | 0.001175 | 0.0146 | 0.494191 |
21 | 0.045723 | 0.5674 | 0.285631 |
22 | -0.029491 | -0.366 | 0.357442 |