Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.505065 | 6.6623 | 0 |
2 | 0.478564 | 6.3127 | 0 |
3 | 0.326519 | 4.3071 | 1.4e-05 |
4 | 0.275644 | 3.636 | 0.000182 |
5 | 0.170614 | 2.2506 | 0.012833 |
6 | 0.187691 | 2.4758 | 0.007125 |
7 | 0.15954 | 2.1045 | 0.018386 |
8 | 0.106945 | 1.4107 | 0.080059 |
9 | 0.008856 | 0.1168 | 0.453569 |
10 | -0.105636 | -1.3934 | 0.082632 |
11 | -0.087061 | -1.1484 | 0.126186 |
12 | -0.32429 | -4.2777 | 1.6e-05 |
13 | -0.105208 | -1.3878 | 0.083488 |
14 | -0.117482 | -1.5497 | 0.061516 |
15 | 0.057695 | 0.761 | 0.223829 |
16 | -0.048326 | -0.6375 | 0.26233 |
17 | -0.076118 | -1.0041 | 0.158371 |
18 | -0.067674 | -0.8927 | 0.18663 |
19 | -0.07844 | -1.0347 | 0.151124 |
20 | -0.113887 | -1.5023 | 0.06742 |
21 | -0.059222 | -0.7812 | 0.217876 |
22 | -0.01285 | -0.1695 | 0.432798 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.505065 | 6.6623 | 0 |
2 | 0.300001 | 3.9573 | 5.5e-05 |
3 | 0.008563 | 0.113 | 0.455097 |
4 | 0.021536 | 0.2841 | 0.388346 |
5 | -0.047699 | -0.6292 | 0.265022 |
6 | 0.071721 | 0.9461 | 0.172715 |
7 | 0.048974 | 0.646 | 0.25956 |
8 | -0.04921 | -0.6491 | 0.258558 |
9 | -0.128562 | -1.6958 | 0.045852 |
10 | -0.17816 | -2.3501 | 0.009945 |
11 | 0.031566 | 0.4164 | 0.338821 |
12 | -0.307423 | -4.0552 | 3.8e-05 |
13 | 0.236925 | 3.1253 | 0.001041 |
14 | 0.101094 | 1.3335 | 0.092052 |
15 | 0.221297 | 2.9191 | 0.001987 |
16 | -0.100666 | -1.3279 | 0.09298 |
17 | -0.208386 | -2.7488 | 0.003306 |
18 | 0.077627 | 1.024 | 0.153636 |
19 | -0.010752 | -0.1418 | 0.443688 |
20 | -0.040106 | -0.529 | 0.298729 |
21 | -0.069782 | -0.9205 | 0.179295 |
22 | -0.049429 | -0.652 | 0.257627 |