Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.17703 | -3.8215 | 7.5e-05 |
2 | -0.051917 | -1.1207 | 0.131491 |
3 | 0.002124 | 0.0459 | 0.481723 |
4 | -0.041601 | -0.898 | 0.184812 |
5 | 0.037082 | 0.8005 | 0.211919 |
6 | 0.094343 | 2.0366 | 0.021128 |
7 | -0.106436 | -2.2976 | 0.011012 |
8 | 0.076226 | 1.6455 | 0.050272 |
9 | -0.038473 | -0.8305 | 0.203336 |
10 | -0.062143 | -1.3415 | 0.090209 |
11 | 0.159819 | 3.45 | 0.000306 |
12 | -0.385188 | -8.3151 | 0 |
13 | -0.020122 | -0.4344 | 0.332111 |
14 | 0.056789 | 1.2259 | 0.110425 |
15 | -0.00073 | -0.0158 | 0.493714 |
16 | 0.013358 | 0.2884 | 0.386603 |
17 | 0.060741 | 1.3112 | 0.095216 |
18 | -0.087148 | -1.8813 | 0.030279 |
19 | -0.005804 | -0.1253 | 0.450174 |
20 | -0.030301 | -0.6541 | 0.256682 |
21 | 0.049608 | 1.0709 | 0.142389 |
22 | 0.032907 | 0.7104 | 0.238914 |
23 | -0.041207 | -0.8895 | 0.187084 |
24 | -0.094051 | -2.0303 | 0.021448 |
25 | 0.068333 | 1.4751 | 0.07043 |
26 | -0.02061 | -0.4449 | 0.328296 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.17703 | -3.8215 | 7.5e-05 |
2 | -0.08595 | -1.8554 | 0.032085 |
3 | -0.023996 | -0.518 | 0.302352 |
4 | -0.052176 | -1.1263 | 0.130305 |
5 | 0.018929 | 0.4086 | 0.341506 |
6 | 0.102844 | 2.2201 | 0.013446 |
7 | -0.069069 | -1.491 | 0.06832 |
8 | 0.059456 | 1.2835 | 0.099979 |
9 | -0.022139 | -0.4779 | 0.316465 |
10 | -0.06405 | -1.3826 | 0.083719 |
11 | 0.129976 | 2.8058 | 0.002615 |
12 | -0.372071 | -8.0319 | 0 |
13 | -0.133079 | -2.8728 | 0.002127 |
14 | -0.04492 | -0.9697 | 0.16635 |
15 | -0.007394 | -0.1596 | 0.436626 |
16 | -0.004293 | -0.0927 | 0.463098 |
17 | 0.06182 | 1.3345 | 0.091344 |
18 | 0.048586 | 1.0488 | 0.1474 |
19 | -0.07656 | -1.6527 | 0.049533 |
20 | -0.012419 | -0.2681 | 0.394378 |
21 | 0.037301 | 0.8052 | 0.210551 |
22 | -0.042304 | -0.9132 | 0.180798 |
23 | 0.031966 | 0.6901 | 0.245252 |
24 | -0.266307 | -5.7488 | 0 |
25 | -0.058069 | -1.2535 | 0.105318 |
26 | -0.050158 | -1.0828 | 0.139737 |