Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.332152 | -2.0743 | 0.02235 |
2 | -0.014819 | -0.0925 | 0.46337 |
3 | -0.027463 | -0.1715 | 0.432356 |
4 | -0.319383 | -1.9945 | 0.026558 |
5 | 0.100274 | 0.6262 | 0.267412 |
6 | 0.051847 | 0.3238 | 0.373916 |
7 | 0.237604 | 1.4838 | 0.072945 |
8 | -0.171289 | -1.0697 | 0.145666 |
9 | 0.117772 | 0.7355 | 0.233221 |
10 | -0.045146 | -0.2819 | 0.389741 |
11 | -0.112832 | -0.7046 | 0.242612 |
12 | 0.139864 | 0.8735 | 0.193882 |
13 | -0.173745 | -1.085 | 0.142283 |
14 | 0.09728 | 0.6075 | 0.273516 |
15 | -0.007543 | -0.0471 | 0.481334 |
16 | -0.01585 | -0.099 | 0.460829 |
17 | -0.040697 | -0.2542 | 0.400356 |
18 | 0.108738 | 0.6791 | 0.250553 |
19 | -0.099419 | -0.6209 | 0.269147 |
20 | 0.006644 | 0.0415 | 0.483557 |
21 | 0.162989 | 1.0179 | 0.157507 |
22 | -0.232783 | -1.4537 | 0.077011 |
23 | 0.100695 | 0.6288 | 0.26656 |
24 | -0.058682 | -0.3665 | 0.357998 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.332152 | -2.0743 | 0.02235 |
2 | -0.140662 | -0.8784 | 0.192544 |
3 | -0.091505 | -0.5714 | 0.285488 |
4 | -0.419918 | -2.6224 | 0.006196 |
5 | -0.262847 | -1.6415 | 0.05437 |
6 | -0.149282 | -0.9323 | 0.178467 |
7 | 0.18318 | 1.144 | 0.129807 |
8 | -0.171276 | -1.0696 | 0.145684 |
9 | 0.043291 | 0.2704 | 0.394157 |
10 | 0.124812 | 0.7794 | 0.22021 |
11 | 0.140922 | 0.8801 | 0.19211 |
12 | 0.116952 | 0.7304 | 0.234766 |
13 | -0.069559 | -0.4344 | 0.333199 |
14 | 0.013035 | 0.0814 | 0.467768 |
15 | 0.042294 | 0.2641 | 0.396537 |
16 | -0.082011 | -0.5122 | 0.305715 |
17 | -0.272584 | -1.7023 | 0.048331 |
18 | 0.00938 | 0.0586 | 0.476793 |
19 | -0.1326 | -0.8281 | 0.20633 |
20 | -0.073854 | -0.4612 | 0.323603 |
21 | 0.05605 | 0.35 | 0.3641 |
22 | -0.045012 | -0.2811 | 0.390061 |
23 | 0.047224 | 0.2949 | 0.384811 |
24 | -0.019 | -0.1187 | 0.453078 |