Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.104407 | -2.2173 | 0.013551 |
2 | -0.012494 | -0.2653 | 0.395434 |
3 | -0.078198 | -1.6607 | 0.048736 |
4 | -0.016583 | -0.3522 | 0.362439 |
5 | 0.026357 | 0.5597 | 0.287969 |
6 | -0.001755 | -0.0373 | 0.48514 |
7 | 0.004767 | 0.1012 | 0.459705 |
8 | 0.008989 | 0.1909 | 0.424347 |
9 | 0.03005 | 0.6382 | 0.261847 |
10 | -0.046676 | -0.9912 | 0.16105 |
11 | 0.100252 | 2.129 | 0.016896 |
12 | -0.402201 | -8.5414 | 0 |
13 | 0.012749 | 0.2708 | 0.393352 |
14 | -0.051583 | -1.0955 | 0.13695 |
15 | 0.049695 | 1.0554 | 0.145913 |
16 | 0.08014 | 1.7019 | 0.044731 |
17 | -0.013313 | -0.2827 | 0.38876 |
18 | -0.041718 | -0.886 | 0.188057 |
19 | -0.082995 | -1.7625 | 0.039328 |
20 | -0.031651 | -0.6722 | 0.25091 |
21 | 0.038896 | 0.826 | 0.204616 |
22 | -0.012458 | -0.2646 | 0.39573 |
23 | -0.028954 | -0.6149 | 0.269472 |
24 | -0.032463 | -0.6894 | 0.245464 |
25 | 0.017179 | 0.3648 | 0.357708 |
26 | 0.05007 | 1.0633 | 0.144104 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.104407 | -2.2173 | 0.013551 |
2 | -0.023653 | -0.5023 | 0.307845 |
3 | -0.082953 | -1.7617 | 0.039402 |
4 | -0.034796 | -0.739 | 0.230157 |
5 | 0.017496 | 0.3716 | 0.355197 |
6 | -0.004774 | -0.1014 | 0.459642 |
7 | 0.001144 | 0.0243 | 0.490318 |
8 | 0.012841 | 0.2727 | 0.392602 |
9 | 0.033924 | 0.7204 | 0.235818 |
10 | -0.040015 | -0.8498 | 0.197946 |
11 | 0.096682 | 2.0532 | 0.020315 |
12 | -0.390142 | -8.2854 | 0 |
13 | -0.069254 | -1.4707 | 0.071031 |
14 | -0.085751 | -1.8211 | 0.034628 |
15 | -0.023951 | -0.5086 | 0.30563 |
16 | 0.062897 | 1.3357 | 0.091157 |
17 | 0.014247 | 0.3026 | 0.38118 |
18 | -0.042364 | -0.8997 | 0.184385 |
19 | -0.087359 | -1.8552 | 0.032108 |
20 | -0.059334 | -1.2601 | 0.104149 |
21 | 0.039137 | 0.8311 | 0.203166 |
22 | -0.074821 | -1.589 | 0.056385 |
23 | 0.025605 | 0.5438 | 0.293433 |
24 | -0.241162 | -5.1215 | 0 |
25 | -0.034354 | -0.7296 | 0.233018 |
26 | -0.02465 | -0.5235 | 0.30045 |