Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.025635 | 0.2785 | 0.390569 |
2 | 0.104823 | 1.1387 | 0.128574 |
3 | -0.03484 | -0.3785 | 0.352886 |
4 | 0.127868 | 1.389 | 0.083724 |
5 | 0.110524 | 1.2006 | 0.116156 |
6 | 0.009877 | 0.1073 | 0.457372 |
7 | -0.028437 | -0.3089 | 0.378969 |
8 | -0.069653 | -0.7566 | 0.22539 |
9 | -0.193758 | -2.1048 | 0.018717 |
10 | 0.013791 | 0.1498 | 0.440587 |
11 | 0.084074 | 0.9133 | 0.181479 |
12 | -0.368643 | -4.0045 | 5.5e-05 |
13 | -0.017491 | -0.19 | 0.424819 |
14 | -0.144765 | -1.5725 | 0.059251 |
15 | 0.036424 | 0.3957 | 0.346532 |
16 | -0.030795 | -0.3345 | 0.369289 |
17 | 0.014895 | 0.1618 | 0.43587 |
18 | 0.099285 | 1.0785 | 0.141503 |
19 | -0.069038 | -0.7499 | 0.227391 |
20 | -0.039864 | -0.433 | 0.332888 |
21 | 0.234027 | 2.5422 | 0.006156 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.025635 | 0.2785 | 0.390569 |
2 | 0.104234 | 1.1323 | 0.129907 |
3 | -0.040384 | -0.4387 | 0.330847 |
4 | 0.120407 | 1.308 | 0.096715 |
5 | 0.114275 | 1.2413 | 0.108471 |
6 | -0.022571 | -0.2452 | 0.403369 |
7 | -0.041608 | -0.452 | 0.326056 |
8 | -0.075151 | -0.8164 | 0.207972 |
9 | -0.22279 | -2.4201 | 0.00852 |
10 | 0.019177 | 0.2083 | 0.41767 |
11 | 0.141098 | 1.5327 | 0.064011 |
12 | -0.409314 | -4.4463 | 1e-05 |
13 | 0.07694 | 0.8358 | 0.202484 |
14 | -0.003335 | -0.0362 | 0.48558 |
15 | -0.094384 | -1.0253 | 0.153665 |
16 | 0.094656 | 1.0282 | 0.152973 |
17 | 0.093159 | 1.012 | 0.156813 |
18 | 0.044048 | 0.4785 | 0.316596 |
19 | -0.048412 | -0.5259 | 0.299977 |
20 | -0.045173 | -0.4907 | 0.312273 |
21 | 0.112813 | 1.2255 | 0.11142 |