Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.154771 | 2.9325 | 0.001789 |
2 | 0.28179 | 5.3391 | 0 |
3 | 0.184048 | 3.4872 | 0.000274 |
4 | 0.123286 | 2.3359 | 0.010022 |
5 | 0.145779 | 2.7621 | 0.003019 |
6 | 0.054995 | 1.042 | 0.149057 |
7 | -0.04204 | -0.7965 | 0.213123 |
8 | -0.000573 | -0.0108 | 0.495675 |
9 | -0.079745 | -1.511 | 0.06584 |
10 | -0.169677 | -3.2149 | 0.000712 |
11 | -0.031115 | -0.5895 | 0.277934 |
12 | -0.466241 | -8.834 | 0 |
13 | -0.160165 | -3.0347 | 0.001292 |
14 | -0.163861 | -3.1047 | 0.001028 |
15 | -0.144938 | -2.7462 | 0.003167 |
16 | -0.156891 | -2.9727 | 0.001576 |
17 | -0.130111 | -2.4653 | 0.007079 |
18 | -0.104923 | -1.988 | 0.023785 |
19 | 0.015515 | 0.294 | 0.384477 |
20 | 0.012254 | 0.2322 | 0.408263 |
21 | -0.023836 | -0.4516 | 0.325902 |
22 | 0.004867 | 0.0922 | 0.463292 |
23 | -0.020275 | -0.3842 | 0.350547 |
24 | 0.000173 | 0.0033 | 0.498692 |
25 | 0.111728 | 2.1169 | 0.017476 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.154771 | 2.9325 | 0.001789 |
2 | 0.264163 | 5.0052 | 0 |
3 | 0.122334 | 2.3179 | 0.010508 |
4 | 0.021052 | 0.3989 | 0.345113 |
5 | 0.060079 | 1.1383 | 0.12787 |
6 | -0.021362 | -0.4048 | 0.342948 |
7 | -0.126305 | -2.3931 | 0.008609 |
8 | -0.029116 | -0.5517 | 0.29076 |
9 | -0.059804 | -1.1331 | 0.12896 |
10 | -0.159972 | -3.031 | 0.001307 |
11 | 0.046428 | 0.8797 | 0.189811 |
12 | -0.412411 | -7.8141 | 0 |
13 | -0.059522 | -1.1278 | 0.130085 |
14 | 0.08311 | 1.5747 | 0.058102 |
15 | 0.039387 | 0.7463 | 0.227993 |
16 | -0.071159 | -1.3483 | 0.089209 |
17 | 0.006751 | 0.1279 | 0.449143 |
18 | 0.003211 | 0.0608 | 0.475762 |
19 | 0.038723 | 0.7337 | 0.231807 |
20 | 0.076867 | 1.4564 | 0.073076 |
21 | -0.056412 | -1.0689 | 0.142927 |
22 | -0.149328 | -2.8294 | 0.002463 |
23 | 0.000345 | 0.0065 | 0.497393 |
24 | -0.23942 | -4.5364 | 4e-06 |
25 | 0.056744 | 1.0751 | 0.141516 |