Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.245687 | -3.4745 | 0.000314 |
2 | -0.048622 | -0.6876 | 0.246246 |
3 | -0.114094 | -1.6135 | 0.054103 |
4 | 0.009836 | 0.1391 | 0.444752 |
5 | -0.172197 | -2.4352 | 0.00788 |
6 | 0.083376 | 1.1791 | 0.119877 |
7 | -0.025465 | -0.3601 | 0.359564 |
8 | 0.140549 | 1.9877 | 0.024107 |
9 | -0.083799 | -1.1851 | 0.118693 |
10 | 0.027413 | 0.3877 | 0.349336 |
11 | -0.114846 | -1.6242 | 0.052958 |
12 | 0.02695 | 0.3811 | 0.351757 |
13 | -0.057839 | -0.818 | 0.207174 |
14 | 0.070445 | 0.9962 | 0.160169 |
15 | 0.003262 | 0.0461 | 0.481626 |
16 | 0.112719 | 1.5941 | 0.056248 |
17 | -0.056614 | -0.8006 | 0.212142 |
18 | 0.002803 | 0.0396 | 0.484211 |
19 | -0.086695 | -1.2261 | 0.11081 |
20 | -0.026413 | -0.3735 | 0.354571 |
21 | 0.091023 | 1.2873 | 0.099746 |
22 | 0.062825 | 0.8885 | 0.187674 |
23 | -0.110953 | -1.5691 | 0.059102 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.245687 | -3.4745 | 0.000314 |
2 | -0.115985 | -1.6403 | 0.05126 |
3 | -0.1682 | -2.3787 | 0.009157 |
4 | -0.080906 | -1.1442 | 0.126956 |
5 | -0.24403 | -3.4511 | 0.000341 |
6 | -0.077319 | -1.0935 | 0.137753 |
7 | -0.103147 | -1.4587 | 0.073105 |
8 | 0.05364 | 0.7586 | 0.224496 |
9 | -0.063018 | -0.8912 | 0.186944 |
10 | -0.03479 | -0.492 | 0.311628 |
11 | -0.121504 | -1.7183 | 0.043642 |
12 | -0.074534 | -1.0541 | 0.146561 |
13 | -0.094787 | -1.3405 | 0.090803 |
14 | -0.053054 | -0.7503 | 0.226979 |
15 | -0.038357 | -0.5425 | 0.294054 |
16 | 0.042707 | 0.604 | 0.273273 |
17 | -0.004447 | -0.0629 | 0.474958 |
18 | -0.011015 | -0.1558 | 0.438184 |
19 | -0.05461 | -0.7723 | 0.220426 |
20 | -0.093946 | -1.3286 | 0.092747 |
21 | 0.076308 | 1.0792 | 0.140907 |
22 | 0.062101 | 0.8782 | 0.190434 |
23 | -0.085356 | -1.2071 | 0.114406 |