Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.570374 | -10.792 | 0 |
2 | 0.184937 | 3.4992 | 0.000263 |
3 | -0.122624 | -2.3201 | 0.010447 |
4 | 0.059094 | 1.1181 | 0.132136 |
5 | -0.033502 | -0.6339 | 0.263277 |
6 | 0.069254 | 1.3103 | 0.09546 |
7 | -0.107147 | -2.0273 | 0.021685 |
8 | 0.060622 | 1.147 | 0.126068 |
9 | 0.012976 | 0.2455 | 0.403095 |
10 | -0.103329 | -1.9551 | 0.025676 |
11 | 0.30577 | 5.7854 | 0 |
12 | -0.435766 | -8.2451 | 0 |
13 | 0.175125 | 3.3135 | 0.000508 |
14 | -0.026731 | -0.5058 | 0.306661 |
15 | 0.062193 | 1.1767 | 0.12004 |
16 | -0.063812 | -1.2074 | 0.114043 |
17 | 0.041547 | 0.7861 | 0.216165 |
18 | -0.078626 | -1.4877 | 0.068859 |
19 | 0.097279 | 1.8406 | 0.033254 |
20 | -0.042289 | -0.8001 | 0.21208 |
21 | 0.046539 | 0.8806 | 0.189572 |
22 | -0.050756 | -0.9604 | 0.168762 |
23 | 0.045676 | 0.8642 | 0.194021 |
24 | -0.094815 | -1.794 | 0.03683 |
25 | 0.156381 | 2.9589 | 0.001647 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.570374 | -10.792 | 0 |
2 | -0.208086 | -3.9372 | 5e-05 |
3 | -0.176429 | -3.3382 | 0.000466 |
4 | -0.111244 | -2.1048 | 0.018001 |
5 | -0.081384 | -1.5399 | 0.062238 |
6 | 0.02778 | 0.5256 | 0.299738 |
7 | -0.07197 | -1.3617 | 0.087068 |
8 | -0.063875 | -1.2086 | 0.113812 |
9 | 0.027877 | 0.5274 | 0.299104 |
10 | -0.130258 | -2.4646 | 0.007093 |
11 | 0.289718 | 5.4817 | 0 |
12 | -0.182367 | -3.4505 | 0.000313 |
13 | -0.28728 | -5.4356 | 0 |
14 | -0.122546 | -2.3187 | 0.010487 |
15 | -0.045696 | -0.8646 | 0.193916 |
16 | -0.066796 | -1.2638 | 0.103554 |
17 | -0.082324 | -1.5576 | 0.060101 |
18 | -0.070529 | -1.3345 | 0.091449 |
19 | -0.066205 | -1.2527 | 0.105575 |
20 | -0.038245 | -0.7236 | 0.234885 |
21 | 0.088548 | 1.6754 | 0.047363 |
22 | -0.091166 | -1.7249 | 0.042701 |
23 | 0.189198 | 3.5798 | 0.000196 |
24 | -0.149114 | -2.8214 | 0.002524 |
25 | -0.074302 | -1.4059 | 0.080316 |