Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.030498 | 0.5874 | 0.278638 |
2 | -0.14613 | -2.8147 | 0.002572 |
3 | -0.254888 | -4.9095 | 1e-06 |
4 | -0.077666 | -1.496 | 0.067757 |
5 | 0.26831 | 5.168 | 0 |
6 | -0.116454 | -2.2431 | 0.012741 |
7 | 0.237151 | 4.5678 | 3e-06 |
8 | -0.108755 | -2.0948 | 0.018435 |
9 | -0.269739 | -5.1955 | 0 |
10 | -0.201482 | -3.8808 | 6.2e-05 |
11 | -0.001451 | -0.0279 | 0.488861 |
12 | 0.759859 | 14.6359 | 0 |
13 | -0.020891 | -0.4024 | 0.343817 |
14 | -0.2105 | -4.0545 | 3.1e-05 |
15 | -0.28356 | -5.4617 | 0 |
16 | -0.123045 | -2.37 | 0.009149 |
17 | 0.226932 | 4.371 | 8e-06 |
18 | -0.139932 | -2.6953 | 0.003676 |
19 | 0.233959 | 4.5064 | 4e-06 |
20 | -0.117883 | -2.2706 | 0.011872 |
21 | -0.243879 | -4.6974 | 2e-06 |
22 | -0.183068 | -3.5261 | 0.000237 |
23 | -0.012166 | -0.2343 | 0.407425 |
24 | 0.720824 | 13.8841 | 0 |
25 | -0.007937 | -0.1529 | 0.439292 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.030498 | 0.5874 | 0.278638 |
2 | -0.147197 | -2.8352 | 0.002415 |
3 | -0.250952 | -4.8337 | 1e-06 |
4 | -0.099073 | -1.9083 | 0.028564 |
5 | 0.213671 | 4.1156 | 2.4e-05 |
6 | -0.229321 | -4.417 | 7e-06 |
7 | 0.319489 | 6.1538 | 0 |
8 | -0.108402 | -2.088 | 0.018741 |
9 | -0.295783 | -5.6972 | 0 |
10 | -0.189546 | -3.6509 | 0.000149 |
11 | 0.053272 | 1.0261 | 0.152758 |
12 | 0.637002 | 12.2695 | 0 |
13 | -0.152635 | -2.94 | 0.001744 |
14 | -0.220834 | -4.2536 | 1.3e-05 |
15 | -0.061034 | -1.1756 | 0.120255 |
16 | -0.163243 | -3.1443 | 9e-04 |
17 | -0.089865 | -1.7309 | 0.042149 |
18 | -0.089665 | -1.7271 | 0.042494 |
19 | 0.08468 | 1.631 | 0.051864 |
20 | -0.044248 | -0.8523 | 0.197305 |
21 | 0.00323 | 0.0622 | 0.475209 |
22 | 0.020675 | 0.3982 | 0.345344 |
23 | -0.085334 | -1.6436 | 0.050548 |
24 | 0.214348 | 4.1286 | 2.3e-05 |
25 | -0.011253 | -0.2167 | 0.414261 |