Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.274401 | 2.4999 | 0.007196 |
2 | -0.256007 | -2.3323 | 0.011053 |
3 | -0.349669 | -3.1856 | 0.001018 |
4 | -0.237871 | -2.1671 | 0.016546 |
5 | 0.10014 | 0.9123 | 0.182122 |
6 | 0.220481 | 2.0087 | 0.023911 |
7 | 0.104734 | 0.9542 | 0.171384 |
8 | -0.199327 | -1.816 | 0.036494 |
9 | -0.294798 | -2.6857 | 0.004369 |
10 | -0.233514 | -2.1274 | 0.018177 |
11 | 0.252752 | 2.3027 | 0.0119 |
12 | 0.773202 | 7.0442 | 0 |
13 | 0.158215 | 1.4414 | 0.076616 |
14 | -0.268555 | -2.4466 | 0.008265 |
15 | -0.332979 | -3.0336 | 0.001613 |
16 | -0.201859 | -1.839 | 0.034744 |
17 | 0.090676 | 0.8261 | 0.205559 |
18 | 0.168395 | 1.5341 | 0.064398 |
19 | 0.044596 | 0.4063 | 0.342789 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.274401 | 2.4999 | 0.007196 |
2 | -0.35828 | -3.2641 | 0.000798 |
3 | -0.193472 | -1.7626 | 0.040823 |
4 | -0.195859 | -1.7844 | 0.039009 |
5 | 0.08452 | 0.77 | 0.221738 |
6 | -0.00312 | -0.0284 | 0.488696 |
7 | -0.004547 | -0.0414 | 0.48353 |
8 | -0.225981 | -2.0588 | 0.021325 |
9 | -0.13249 | -1.207 | 0.115423 |
10 | -0.26945 | -2.4548 | 0.008093 |
11 | 0.2675 | 2.437 | 0.008473 |
12 | 0.627512 | 5.7169 | 0 |
13 | -0.280808 | -2.5583 | 0.006168 |
14 | 0.043552 | 0.3968 | 0.346276 |
15 | 0.050874 | 0.4635 | 0.322117 |
16 | 0.016922 | 0.1542 | 0.438925 |
17 | -0.100786 | -0.9182 | 0.180587 |
18 | -0.111326 | -1.0142 | 0.156711 |
19 | -0.103011 | -0.9385 | 0.175361 |