Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.209368 | 2.2058 | 0.014728 |
2 | 0.069962 | 0.7371 | 0.231311 |
3 | 0.035016 | 0.3689 | 0.356446 |
4 | -0.404593 | -4.2627 | 2.1e-05 |
5 | -0.175817 | -1.8523 | 0.033317 |
6 | 0.066987 | 0.7058 | 0.240911 |
7 | -0.007457 | -0.0786 | 0.468758 |
8 | 0.013324 | 0.1404 | 0.444306 |
9 | 0.181586 | 1.9131 | 0.029154 |
10 | -0.025854 | -0.2724 | 0.392916 |
11 | -0.038179 | -0.4022 | 0.34414 |
12 | 0.003062 | 0.0323 | 0.487161 |
13 | -0.088458 | -0.932 | 0.176688 |
14 | -0.024144 | -0.2544 | 0.399838 |
15 | 0.033317 | 0.351 | 0.363122 |
16 | -0.011547 | -0.1217 | 0.451695 |
17 | -0.090333 | -0.9517 | 0.171654 |
18 | -0.088468 | -0.9321 | 0.176662 |
19 | -0.043049 | -0.4536 | 0.325519 |
20 | -0.035601 | -0.3751 | 0.354159 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.209368 | 2.2058 | 0.014728 |
2 | 0.027324 | 0.2879 | 0.386987 |
3 | 0.015749 | 0.1659 | 0.434257 |
4 | -0.436231 | -4.596 | 6e-06 |
5 | -0.010345 | -0.109 | 0.456704 |
6 | 0.189365 | 1.9951 | 0.024242 |
7 | 0.017389 | 0.1832 | 0.427486 |
8 | -0.228898 | -2.4116 | 0.008762 |
9 | 0.145574 | 1.5337 | 0.063973 |
10 | 0.059286 | 0.6246 | 0.266751 |
11 | -0.038215 | -0.4026 | 0.344002 |
12 | -0.152201 | -1.6035 | 0.055829 |
13 | 0.07623 | 0.8031 | 0.211808 |
14 | 0.080698 | 0.8502 | 0.198521 |
15 | -0.049078 | -0.5171 | 0.30307 |
16 | -0.120121 | -1.2656 | 0.104161 |
17 | -0.080118 | -0.8441 | 0.200217 |
18 | -0.042892 | -0.4519 | 0.326112 |
19 | 0.053371 | 0.5623 | 0.287522 |
20 | -0.046939 | -0.4945 | 0.310954 |