Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.08151 | -0.6314 | 0.265098 |
2 | 0.259145 | 2.0073 | 0.024612 |
3 | 0.173118 | 1.341 | 0.092493 |
4 | -0.253162 | -1.961 | 0.027264 |
5 | 0.253534 | 1.9639 | 0.027092 |
6 | -0.139139 | -1.0778 | 0.142726 |
7 | 0.119633 | 0.9267 | 0.178904 |
8 | -0.138525 | -1.073 | 0.143782 |
9 | 0.028201 | 0.2184 | 0.413913 |
10 | 0.16121 | 1.2487 | 0.108308 |
11 | -0.064735 | -0.5014 | 0.308949 |
12 | 0.560116 | 4.3386 | 2.8e-05 |
13 | -0.108949 | -0.8439 | 0.201035 |
14 | 0.183091 | 1.4182 | 0.080651 |
15 | 0.066405 | 0.5144 | 0.304441 |
16 | -0.238289 | -1.8458 | 0.03493 |
17 | 0.232501 | 1.8009 | 0.038369 |
18 | -0.238579 | -1.848 | 0.034764 |
19 | 0.024065 | 0.1864 | 0.426376 |
20 | -0.093869 | -0.7271 | 0.234995 |
21 | -0.038286 | -0.2966 | 0.383911 |
22 | 0.123907 | 0.9598 | 0.170509 |
23 | -0.011403 | -0.0883 | 0.464955 |
24 | 0.282346 | 2.187 | 0.016324 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.08151 | -0.6314 | 0.265098 |
2 | 0.25419 | 1.969 | 0.026791 |
3 | 0.225567 | 1.7472 | 0.042857 |
4 | -0.321752 | -2.4923 | 0.007736 |
5 | 0.133911 | 1.0373 | 0.151886 |
6 | 0.017035 | 0.132 | 0.447733 |
7 | 0.117709 | 0.9118 | 0.182769 |
8 | -0.30659 | -2.3748 | 0.010386 |
9 | 0.13904 | 1.077 | 0.142896 |
10 | 0.240386 | 1.862 | 0.03375 |
11 | 0.051197 | 0.3966 | 0.346547 |
12 | 0.390701 | 3.0264 | 0.001821 |
13 | -0.077586 | -0.601 | 0.275058 |
14 | -0.03268 | -0.2531 | 0.400513 |
15 | -0.138129 | -1.0699 | 0.144465 |
16 | -0.023533 | -0.1823 | 0.427986 |
17 | 0.019431 | 0.1505 | 0.440432 |
18 | -0.099016 | -0.767 | 0.223052 |
19 | -0.111368 | -0.8626 | 0.195883 |
20 | 0.024951 | 0.1933 | 0.4237 |
21 | 0.157931 | 1.2233 | 0.112995 |
22 | -0.023837 | -0.1846 | 0.427067 |
23 | 0.029087 | 0.2253 | 0.411253 |
24 | -0.069389 | -0.5375 | 0.296461 |