Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.181591 | 3.4407 | 0.000324 |
2 | 0.312885 | 5.9283 | 0 |
3 | 0.182487 | 3.4576 | 0.000305 |
4 | 0.150718 | 2.8557 | 0.002272 |
5 | 0.132263 | 2.506 | 0.006326 |
6 | 0.062517 | 1.1845 | 0.118493 |
7 | -0.052929 | -1.0029 | 0.158301 |
8 | -0.009593 | -0.1818 | 0.427934 |
9 | -0.080309 | -1.5216 | 0.064489 |
10 | -0.175051 | -3.3167 | 0.000502 |
11 | -0.050778 | -0.9621 | 0.168322 |
12 | -0.479192 | -9.0794 | 0 |
13 | -0.166342 | -3.1517 | 0.00088 |
14 | -0.17273 | -3.2728 | 0.000584 |
15 | -0.132381 | -2.5083 | 0.006286 |
16 | -0.16401 | -3.1076 | 0.001018 |
17 | -0.124614 | -2.3611 | 0.009377 |
18 | -0.104383 | -1.9778 | 0.02436 |
19 | 0.018863 | 0.3574 | 0.360499 |
20 | 0.000169 | 0.0032 | 0.498724 |
21 | -0.011209 | -0.2124 | 0.415968 |
22 | -0.003669 | -0.0695 | 0.472307 |
23 | -0.007255 | -0.1375 | 0.445372 |
24 | -0.00419 | -0.0794 | 0.468381 |
25 | 0.097149 | 1.8407 | 0.033244 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.181591 | 3.4407 | 0.000324 |
2 | 0.289455 | 5.4844 | 0 |
3 | 0.101075 | 1.9151 | 0.028137 |
4 | 0.031554 | 0.5979 | 0.275155 |
5 | 0.037081 | 0.7026 | 0.241384 |
6 | -0.024513 | -0.4645 | 0.321303 |
7 | -0.139217 | -2.6378 | 0.004354 |
8 | -0.030764 | -0.5829 | 0.280166 |
9 | -0.047678 | -0.9034 | 0.183467 |
10 | -0.158204 | -2.9975 | 0.001456 |
11 | 0.039755 | 0.7532 | 0.225899 |
12 | -0.425293 | -8.0582 | 0 |
13 | -0.040089 | -0.7596 | 0.224004 |
14 | 0.115594 | 2.1902 | 0.014577 |
15 | 0.047438 | 0.8988 | 0.184674 |
16 | -0.063137 | -1.1963 | 0.116189 |
17 | -0.014476 | -0.2743 | 0.392014 |
18 | 0.007281 | 0.138 | 0.445176 |
19 | 0.026304 | 0.4984 | 0.309258 |
20 | 0.054934 | 1.0408 | 0.149323 |
21 | -0.044358 | -0.8405 | 0.200603 |
22 | -0.156542 | -2.9661 | 0.001609 |
23 | 0.008455 | 0.1602 | 0.436409 |
24 | -0.258832 | -4.9042 | 1e-06 |
25 | 0.057452 | 1.0886 | 0.138538 |