Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.539132 | 3.6961 | 0.000286 |
2 | -0.084104 | -0.5766 | 0.283485 |
3 | -0.485474 | -3.3282 | 0.000852 |
4 | -0.509306 | -3.4916 | 0.000528 |
5 | -0.153806 | -1.0544 | 0.148536 |
6 | 0.222409 | 1.5248 | 0.06701 |
7 | 0.40808 | 2.7977 | 0.003719 |
8 | 0.281064 | 1.9269 | 0.030027 |
9 | -0.032811 | -0.2249 | 0.411501 |
10 | -0.188652 | -1.2933 | 0.101109 |
11 | -0.245291 | -1.6816 | 0.049637 |
12 | -0.246156 | -1.6876 | 0.049061 |
13 | -0.06995 | -0.4796 | 0.316884 |
14 | 0.11225 | 0.7695 | 0.22271 |
15 | 0.138732 | 0.9511 | 0.173209 |
16 | 0.040288 | 0.2762 | 0.391802 |
17 | -0.044295 | -0.3037 | 0.381361 |
18 | -0.083359 | -0.5715 | 0.285199 |
19 | -0.094364 | -0.6469 | 0.260413 |
20 | 0.017555 | 0.1204 | 0.452358 |
21 | 0.111018 | 0.7611 | 0.2252 |
22 | 0.003426 | 0.0235 | 0.49068 |
23 | -0.127978 | -0.8774 | 0.192373 |
24 | -0.156251 | -1.0712 | 0.144774 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.539132 | 3.6961 | 0.000286 |
2 | -0.528334 | -3.6221 | 0.000357 |
3 | -0.256844 | -1.7608 | 0.042386 |
4 | -0.132599 | -0.9091 | 0.183981 |
5 | 0.133876 | 0.9178 | 0.181702 |
6 | 0.01432 | 0.0982 | 0.461106 |
7 | 0.101888 | 0.6985 | 0.24415 |
8 | -0.034198 | -0.2344 | 0.407828 |
9 | -0.036222 | -0.2483 | 0.402481 |
10 | 0.16098 | 1.1036 | 0.137687 |
11 | -0.145544 | -0.9978 | 0.161743 |
12 | -0.241944 | -1.6587 | 0.051919 |
13 | 0.072802 | 0.4991 | 0.310016 |
14 | 0.007906 | 0.0542 | 0.478503 |
15 | -0.188838 | -1.2946 | 0.10089 |
16 | -0.100719 | -0.6905 | 0.246639 |
17 | 0.091349 | 0.6263 | 0.267088 |
18 | -0.024166 | -0.1657 | 0.434561 |
19 | -0.034021 | -0.2332 | 0.408297 |
20 | 0.15181 | 1.0408 | 0.151656 |
21 | -0.046221 | -0.3169 | 0.37637 |
22 | -0.221338 | -1.5174 | 0.06793 |
23 | 0.0041 | 0.0281 | 0.488848 |
24 | -0.068848 | -0.472 | 0.319557 |