Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.489099 | -3.7568 | 0.000198 |
2 | 0.119182 | 0.9155 | 0.181839 |
3 | -0.028746 | -0.2208 | 0.413005 |
4 | -0.062025 | -0.4764 | 0.317767 |
5 | 0.308497 | 2.3696 | 0.010548 |
6 | -0.439377 | -3.3749 | 0.000655 |
7 | 0.223821 | 1.7192 | 0.045411 |
8 | 0.013306 | 0.1022 | 0.459469 |
9 | -0.093753 | -0.7201 | 0.237145 |
10 | 0.128136 | 0.9842 | 0.16451 |
11 | -0.320651 | -2.463 | 0.008358 |
12 | 0.427915 | 3.2869 | 0.000855 |
13 | -0.223366 | -1.7157 | 0.045731 |
14 | 0.051714 | 0.3972 | 0.34632 |
15 | 0.003864 | 0.0297 | 0.48821 |
16 | -0.098336 | -0.7553 | 0.226528 |
17 | 0.145301 | 1.1161 | 0.134457 |
18 | -0.074204 | -0.57 | 0.285431 |
19 | 0.05536 | 0.4252 | 0.336108 |
20 | 0.02879 | 0.2211 | 0.412875 |
21 | -0.048885 | -0.3755 | 0.354321 |
22 | 0.032713 | 0.2513 | 0.401239 |
23 | -0.114314 | -0.8781 | 0.191736 |
24 | 0.166385 | 1.278 | 0.103123 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.489099 | -3.7568 | 0.000198 |
2 | -0.157778 | -1.2119 | 0.115187 |
3 | -0.051798 | -0.3979 | 0.346083 |
4 | -0.110253 | -0.8469 | 0.200244 |
5 | 0.309688 | 2.3788 | 0.010313 |
6 | -0.211685 | -1.626 | 0.054642 |
7 | -0.108155 | -0.8308 | 0.204732 |
8 | 0.11089 | 0.8518 | 0.198895 |
9 | -0.064669 | -0.4967 | 0.310612 |
10 | 0.008337 | 0.064 | 0.474579 |
11 | -0.174951 | -1.3438 | 0.092075 |
12 | 0.157675 | 1.2111 | 0.115339 |
13 | 0.031408 | 0.2412 | 0.4051 |
14 | 0.063193 | 0.4854 | 0.314597 |
15 | -0.018035 | -0.1385 | 0.445147 |
16 | -0.046425 | -0.3566 | 0.361334 |
17 | -0.154401 | -1.186 | 0.120193 |
18 | 0.184311 | 1.4157 | 0.081057 |
19 | 0.108613 | 0.8343 | 0.203746 |
20 | 0.044691 | 0.3433 | 0.366306 |
21 | 0.069028 | 0.5302 | 0.298978 |
22 | -0.097815 | -0.7513 | 0.22772 |
23 | -0.109879 | -0.844 | 0.201041 |
24 | 0.102319 | 0.7859 | 0.217528 |