Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.003997 | 0.0641 | 0.474481 |
2 | -0.037041 | -0.5938 | 0.276579 |
3 | -0.073894 | -1.1846 | 0.118633 |
4 | -0.053481 | -0.8574 | 0.19602 |
5 | -0.09936 | -1.5929 | 0.056211 |
6 | 0.009082 | 0.1456 | 0.442179 |
7 | 0.030868 | 0.4949 | 0.310561 |
8 | -0.019019 | -0.3049 | 0.380345 |
9 | -0.00445 | -0.0713 | 0.471592 |
10 | -0.037411 | -0.5998 | 0.2746 |
11 | 0.132673 | 2.1269 | 0.01719 |
12 | 0.126058 | 2.0209 | 0.022165 |
13 | 0.045338 | 0.7268 | 0.233997 |
14 | -0.116609 | -1.8694 | 0.031353 |
15 | -0.157619 | -2.5268 | 0.006055 |
16 | -0.0125 | -0.2004 | 0.42067 |
17 | -0.000331 | -0.0053 | 0.497884 |
18 | 0.017823 | 0.2857 | 0.387662 |
19 | 0.053793 | 0.8624 | 0.194645 |
20 | 0.031898 | 0.5114 | 0.304769 |
21 | -0.027681 | -0.4438 | 0.328797 |
22 | -0.093954 | -1.5062 | 0.066623 |
23 | 0.112872 | 1.8095 | 0.035772 |
24 | 0.049589 | 0.795 | 0.21368 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.003997 | 0.0641 | 0.474481 |
2 | -0.037058 | -0.5941 | 0.276491 |
3 | -0.073695 | -1.1814 | 0.119265 |
4 | -0.054817 | -0.8788 | 0.19017 |
5 | -0.10591 | -1.6979 | 0.045371 |
6 | -0.001641 | -0.0263 | 0.489514 |
7 | 0.014456 | 0.2317 | 0.40846 |
8 | -0.037575 | -0.6024 | 0.273727 |
9 | -0.0137 | -0.2196 | 0.413169 |
10 | -0.047759 | -0.7656 | 0.222299 |
11 | 0.133267 | 2.1364 | 0.016794 |
12 | 0.129514 | 2.0763 | 0.019432 |
13 | 0.049589 | 0.795 | 0.213682 |
14 | -0.096116 | -1.5409 | 0.062292 |
15 | -0.142192 | -2.2795 | 0.011728 |
16 | 0.022805 | 0.3656 | 0.357484 |
17 | 0.011694 | 0.1875 | 0.425724 |
18 | -0.011105 | -0.178 | 0.429418 |
19 | 0.012857 | 0.2061 | 0.418436 |
20 | 0.003603 | 0.0578 | 0.476991 |
21 | 0.000344 | 0.0055 | 0.497803 |
22 | -0.095891 | -1.5372 | 0.062732 |
23 | 0.087235 | 1.3985 | 0.081587 |
24 | 0.023449 | 0.3759 | 0.353647 |