Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.209057 | 3.554 | 0.000222 |
2 | 0.264246 | 4.4922 | 5e-06 |
3 | 0.284382 | 4.8345 | 1e-06 |
4 | 0.236127 | 4.0142 | 3.8e-05 |
5 | 0.257951 | 4.3852 | 8e-06 |
6 | 0.240433 | 4.0874 | 2.8e-05 |
7 | 0.324268 | 5.5126 | 0 |
8 | 0.235304 | 4.0002 | 4e-05 |
9 | 0.25495 | 4.3342 | 1e-05 |
10 | 0.316281 | 5.3768 | 0 |
11 | 0.221823 | 3.771 | 9.9e-05 |
12 | 0.248509 | 4.2247 | 1.6e-05 |
13 | 0.212158 | 3.6067 | 0.000183 |
14 | 0.176414 | 2.999 | 0.001472 |
15 | 0.218934 | 3.7219 | 0.000119 |
16 | 0.187484 | 3.1872 | 0.000797 |
17 | 0.178726 | 3.0383 | 0.001298 |
18 | 0.275321 | 4.6805 | 2e-06 |
19 | 0.227158 | 3.8617 | 7e-05 |
20 | 0.249704 | 4.245 | 1.5e-05 |
21 | 0.159171 | 2.7059 | 0.003608 |
22 | 0.180235 | 3.064 | 0.001195 |
23 | 0.06272 | 1.0662 | 0.143601 |
24 | 0.172682 | 2.9356 | 0.001798 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.209057 | 3.554 | 0.000222 |
2 | 0.230621 | 3.9206 | 5.5e-05 |
3 | 0.213894 | 3.6362 | 0.000164 |
4 | 0.124823 | 2.122 | 0.017345 |
5 | 0.129505 | 2.2016 | 0.014242 |
6 | 0.096367 | 1.6382 | 0.05123 |
7 | 0.189563 | 3.2226 | 0.000708 |
8 | 0.066741 | 1.1346 | 0.128742 |
9 | 0.07433 | 1.2636 | 0.103694 |
10 | 0.142094 | 2.4156 | 0.008165 |
11 | 0.03046 | 0.5178 | 0.30249 |
12 | 0.042711 | 0.7261 | 0.234184 |
13 | -0.001606 | -0.0273 | 0.489116 |
14 | -0.049528 | -0.842 | 0.200247 |
15 | 0.016073 | 0.2732 | 0.392432 |
16 | -0.012061 | -0.205 | 0.418847 |
17 | -0.037898 | -0.6443 | 0.259957 |
18 | 0.114085 | 1.9395 | 0.02671 |
19 | 0.054244 | 0.9221 | 0.178612 |
20 | 0.075142 | 1.2774 | 0.10124 |
21 | -0.033301 | -0.5661 | 0.285875 |
22 | -0.021143 | -0.3594 | 0.359765 |
23 | -0.15299 | -2.6008 | 0.004889 |
24 | 0.016662 | 0.2832 | 0.388595 |