Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.15593 | 2.9586 | 0.001648 |
2 | 0.170934 | 3.2432 | 0.000646 |
3 | 0.194181 | 3.6843 | 0.000132 |
4 | 0.117463 | 2.2287 | 0.013225 |
5 | 0.116371 | 2.208 | 0.013938 |
6 | 0.148638 | 2.8202 | 0.002533 |
7 | 0.029861 | 0.5666 | 0.285679 |
8 | 0.070292 | 1.3337 | 0.091572 |
9 | 0.041158 | 0.7809 | 0.217683 |
10 | -0.033488 | -0.6354 | 0.262786 |
11 | -0.004035 | -0.0766 | 0.469507 |
12 | -0.247479 | -4.6956 | 2e-06 |
13 | 0.008556 | 0.1623 | 0.435562 |
14 | 0.019314 | 0.3665 | 0.357116 |
15 | -0.016992 | -0.3224 | 0.373665 |
16 | -0.016333 | -0.3099 | 0.378411 |
17 | -0.002062 | -0.0391 | 0.484409 |
18 | -0.031274 | -0.5934 | 0.276648 |
19 | -0.004885 | -0.0927 | 0.463103 |
20 | 0.01037 | 0.1968 | 0.422063 |
21 | 0.015544 | 0.2949 | 0.384108 |
22 | -0.053923 | -1.0231 | 0.153468 |
23 | 0.094647 | 1.7958 | 0.036683 |
24 | -0.122153 | -2.3177 | 0.010513 |
25 | -0.06363 | -1.2073 | 0.114054 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.15593 | 2.9586 | 0.001648 |
2 | 0.150274 | 2.8512 | 0.002303 |
3 | 0.155298 | 2.9466 | 0.001711 |
4 | 0.053598 | 1.0169 | 0.15493 |
5 | 0.05042 | 0.9566 | 0.169694 |
6 | 0.086117 | 1.634 | 0.05157 |
7 | -0.044055 | -0.8359 | 0.201888 |
8 | 0.013413 | 0.2545 | 0.399629 |
9 | -0.01162 | -0.2205 | 0.412813 |
10 | -0.069742 | -1.3233 | 0.093295 |
11 | -0.024884 | -0.4721 | 0.318556 |
12 | -0.275451 | -5.2263 | 0 |
13 | 0.083708 | 1.5883 | 0.056554 |
14 | 0.081149 | 1.5397 | 0.062257 |
15 | 0.055159 | 1.0466 | 0.147998 |
16 | 0.011881 | 0.2254 | 0.410888 |
17 | 0.013294 | 0.2522 | 0.400503 |
18 | 0.024004 | 0.4554 | 0.324535 |
19 | -0.028948 | -0.5492 | 0.291588 |
20 | 0.022384 | 0.4247 | 0.335653 |
21 | 0.02333 | 0.4427 | 0.329141 |
22 | -0.110654 | -2.0995 | 0.018234 |
23 | 0.110168 | 2.0903 | 0.018646 |
24 | -0.252031 | -4.782 | 1e-06 |
25 | -0.000577 | -0.011 | 0.495634 |