Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.503443 | -15.0949 | 0 |
2 | 0.009372 | 0.281 | 0.389381 |
3 | 0.036195 | 1.0852 | 0.139051 |
4 | -0.037852 | -1.1349 | 0.128353 |
5 | -0.012622 | -0.3784 | 0.352596 |
6 | -0.00866 | -0.2597 | 0.39759 |
7 | 0.042137 | 1.2634 | 0.103385 |
8 | -0.013541 | -0.406 | 0.34242 |
9 | -0.055354 | -1.6597 | 0.048662 |
10 | 0.108741 | 3.2604 | 0.000577 |
11 | -0.083886 | -2.5152 | 0.006035 |
12 | -0.006045 | -0.1813 | 0.428101 |
13 | 0.05459 | 1.6368 | 0.051011 |
14 | -0.031612 | -0.9478 | 0.171731 |
15 | -0.002278 | -0.0683 | 0.472776 |
16 | -0.030978 | -0.9288 | 0.176614 |
17 | 0.076326 | 2.2885 | 0.01117 |
18 | -0.020907 | -0.6269 | 0.265458 |
19 | -0.056027 | -1.6799 | 0.046663 |
20 | 0.086138 | 2.5827 | 0.00498 |
21 | -0.05604 | -1.6803 | 0.046626 |
22 | -0.048882 | -1.4656 | 0.071549 |
23 | 0.109634 | 3.2872 | 0.000526 |
24 | -0.060493 | -1.8138 | 0.035021 |
25 | -0.023133 | -0.6936 | 0.244052 |
26 | 0.045127 | 1.3531 | 0.088187 |
27 | -0.024117 | -0.7231 | 0.2349 |
28 | 0.009256 | 0.2775 | 0.390721 |
29 | 0.017916 | 0.5372 | 0.295634 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.503443 | -15.0949 | 0 |
2 | -0.32695 | -9.8031 | 0 |
3 | -0.183196 | -5.4928 | 0 |
4 | -0.154449 | -4.6309 | 2e-06 |
5 | -0.154941 | -4.6456 | 2e-06 |
6 | -0.165705 | -4.9684 | 0 |
7 | -0.094916 | -2.8459 | 0.002265 |
8 | -0.065806 | -1.9731 | 0.024395 |
9 | -0.143289 | -4.2963 | 1e-05 |
10 | -0.015461 | -0.4636 | 0.321535 |
11 | -0.058559 | -1.7558 | 0.039732 |
12 | -0.099293 | -2.9771 | 0.001494 |
13 | -0.04243 | -1.2722 | 0.101816 |
14 | -0.042564 | -1.2762 | 0.101107 |
15 | -0.049098 | -1.4721 | 0.070671 |
16 | -0.111311 | -3.3375 | 0.00044 |
17 | -0.027311 | -0.8189 | 0.20654 |
18 | 0.012177 | 0.3651 | 0.357564 |
19 | -0.05472 | -1.6407 | 0.050606 |
20 | 0.012278 | 0.3681 | 0.356429 |
21 | -0.002392 | -0.0717 | 0.471423 |
22 | -0.095783 | -2.8719 | 0.002088 |
23 | 0.008748 | 0.2623 | 0.396572 |
24 | -0.004724 | -0.1417 | 0.443692 |
25 | -0.062316 | -1.8685 | 0.031012 |
26 | -0.021068 | -0.6317 | 0.263875 |
27 | -0.051648 | -1.5486 | 0.060917 |
28 | -0.036835 | -1.1044 | 0.134847 |
29 | 0.026062 | 0.7814 | 0.217377 |