Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.279643 | 3.8241 | 8.9e-05 |
2 | 0.05115 | 0.6995 | 0.242564 |
3 | 0.174739 | 2.3895 | 0.008932 |
4 | 0.219292 | 2.9988 | 0.00154 |
5 | 0.036085 | 0.4934 | 0.311137 |
6 | -0.160995 | -2.2016 | 0.01446 |
7 | 0.041693 | 0.5701 | 0.284633 |
8 | 0.191773 | 2.6225 | 0.004725 |
9 | 0.13835 | 1.8919 | 0.030024 |
10 | -0.00881 | -0.1205 | 0.452121 |
11 | 0.18478 | 2.5268 | 0.006169 |
12 | 0.71981 | 9.8432 | 0 |
13 | 0.181979 | 2.4885 | 0.006851 |
14 | 0.004704 | 0.0643 | 0.47439 |
15 | 0.117456 | 1.6062 | 0.05496 |
16 | 0.142837 | 1.9533 | 0.02614 |
17 | -0.025626 | -0.3504 | 0.363205 |
18 | -0.209733 | -2.8681 | 0.002302 |
19 | -0.009959 | -0.1362 | 0.445909 |
20 | 0.072953 | 0.9976 | 0.159877 |
21 | 0.067103 | 0.9176 | 0.180002 |
22 | -0.041536 | -0.568 | 0.285361 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.279643 | 3.8241 | 8.9e-05 |
2 | -0.029345 | -0.4013 | 0.344336 |
3 | 0.182649 | 2.4977 | 0.006682 |
4 | 0.136104 | 1.8612 | 0.032143 |
5 | -0.063812 | -0.8726 | 0.191997 |
6 | -0.197208 | -2.6968 | 0.00382 |
7 | 0.095745 | 1.3093 | 0.09602 |
8 | 0.15419 | 2.1085 | 0.018159 |
9 | 0.131345 | 1.7961 | 0.037046 |
10 | -0.038419 | -0.5254 | 0.299974 |
11 | 0.149285 | 2.0414 | 0.021306 |
12 | 0.658405 | 9.0036 | 0 |
13 | -0.237343 | -3.2456 | 0.000694 |
14 | -0.050209 | -0.6866 | 0.246596 |
15 | -0.068142 | -0.9318 | 0.176313 |
16 | -0.109389 | -1.4959 | 0.068187 |
17 | -0.025355 | -0.3467 | 0.364592 |
18 | -0.059413 | -0.8125 | 0.208782 |
19 | -0.020121 | -0.2752 | 0.39175 |
20 | -0.130896 | -1.79 | 0.037538 |
21 | 0.047897 | 0.655 | 0.256643 |
22 | 0.066896 | 0.9148 | 0.180741 |