Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.351632 | -5.2979 | 0 |
2 | 0.195612 | 2.9472 | 0.001771 |
3 | -0.107374 | -1.6177 | 0.053553 |
4 | -0.06566 | -0.9893 | 0.161794 |
5 | -0.110298 | -1.6618 | 0.048966 |
6 | -0.073427 | -1.1063 | 0.134885 |
7 | -0.140383 | -2.1151 | 0.017756 |
8 | -0.029684 | -0.4472 | 0.327568 |
9 | -0.05743 | -0.8653 | 0.1939 |
10 | 0.156034 | 2.3509 | 0.009793 |
11 | -0.196918 | -2.9669 | 0.001665 |
12 | 0.670054 | 10.0954 | 0 |
13 | -0.289906 | -4.3679 | 1e-05 |
14 | 0.22601 | 3.4052 | 0.000391 |
15 | -0.072276 | -1.0889 | 0.138667 |
16 | -0.085212 | -1.2838 | 0.100253 |
17 | -0.039979 | -0.6024 | 0.273771 |
18 | -0.123001 | -1.8532 | 0.032576 |
19 | -0.115337 | -1.7377 | 0.041808 |
20 | -0.037983 | -0.5723 | 0.28385 |
21 | -0.055348 | -0.8339 | 0.202606 |
22 | 0.139437 | 2.1008 | 0.01838 |
23 | -0.129297 | -1.9481 | 0.02632 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.351632 | -5.2979 | 0 |
2 | 0.082121 | 1.2373 | 0.108632 |
3 | -0.017649 | -0.2659 | 0.395275 |
4 | -0.139414 | -2.1005 | 0.018395 |
5 | -0.18636 | -2.8078 | 0.002711 |
6 | -0.168121 | -2.533 | 0.005992 |
7 | -0.248066 | -3.7375 | 0.000118 |
8 | -0.233952 | -3.5248 | 0.000256 |
9 | -0.255929 | -3.856 | 7.5e-05 |
10 | -0.074901 | -1.1285 | 0.130149 |
11 | -0.410141 | -6.1794 | 0 |
12 | 0.454721 | 6.8511 | 0 |
13 | 0.069729 | 1.0506 | 0.147286 |
14 | 0.049753 | 0.7496 | 0.227134 |
15 | 0.147788 | 2.2266 | 0.013477 |
16 | 0.055218 | 0.8319 | 0.203157 |
17 | 0.138348 | 2.0844 | 0.01912 |
18 | 0.034285 | 0.5166 | 0.302986 |
19 | 0.049668 | 0.7483 | 0.227518 |
20 | 0.000417 | 0.0063 | 0.497494 |
21 | -0.052921 | -0.7973 | 0.213045 |
22 | 0.00331 | 0.0499 | 0.480137 |
23 | -0.078013 | -1.1754 | 0.120537 |