Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.276402 | -3.9089 | 6.3e-05 |
2 | 0.048444 | 0.6851 | 0.247036 |
3 | -0.265562 | -3.7556 | 0.000113 |
4 | 0.044733 | 0.6326 | 0.26385 |
5 | 0.022 | 0.3111 | 0.378017 |
6 | 0.079985 | 1.1312 | 0.12967 |
7 | -0.030837 | -0.4361 | 0.331619 |
8 | 0.015022 | 0.2124 | 0.415987 |
9 | 0.011069 | 0.1565 | 0.437883 |
10 | -0.037664 | -0.5326 | 0.297435 |
11 | -0.010697 | -0.1513 | 0.439957 |
12 | -0.051896 | -0.7339 | 0.23193 |
13 | 0.120328 | 1.7017 | 0.045183 |
14 | -0.099921 | -1.4131 | 0.07959 |
15 | -0.002656 | -0.0376 | 0.485037 |
16 | 0.066871 | 0.9457 | 0.172722 |
17 | -0.028266 | -0.3997 | 0.344885 |
18 | -0.057922 | -0.8191 | 0.206841 |
19 | 0.015479 | 0.2189 | 0.413473 |
20 | -0.050086 | -0.7083 | 0.239785 |
21 | 0.075224 | 1.0638 | 0.144344 |
22 | -0.052602 | -0.7439 | 0.228905 |
23 | 0.06241 | 0.8826 | 0.189252 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.276402 | -3.9089 | 6.3e-05 |
2 | -0.030266 | -0.428 | 0.334546 |
3 | -0.281908 | -3.9868 | 4.7e-05 |
4 | -0.124462 | -1.7602 | 0.039955 |
5 | -0.018292 | -0.2587 | 0.39807 |
6 | 0.010985 | 0.1553 | 0.438353 |
7 | -0.021423 | -0.303 | 0.381115 |
8 | 0.02099 | 0.2968 | 0.383449 |
9 | 0.058993 | 0.8343 | 0.202559 |
10 | -0.023923 | -0.3383 | 0.367737 |
11 | -0.023713 | -0.3353 | 0.368857 |
12 | -0.059797 | -0.8457 | 0.199378 |
13 | 0.080706 | 1.1414 | 0.127543 |
14 | -0.07686 | -1.087 | 0.139182 |
15 | -0.087805 | -1.2418 | 0.10789 |
16 | 0.10656 | 1.507 | 0.066697 |
17 | -0.018967 | -0.2682 | 0.394399 |
18 | -0.113455 | -1.6045 | 0.055091 |
19 | 0.011792 | 0.1668 | 0.433862 |
20 | -0.049498 | -0.7 | 0.24237 |
21 | -0.009293 | -0.1314 | 0.447787 |
22 | -0.061764 | -0.8735 | 0.191727 |
23 | 0.042179 | 0.5965 | 0.275755 |