Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.666209 | -5.1172 | 2e-06 |
2 | 0.197671 | 1.5183 | 0.067135 |
3 | 0.159044 | 1.2216 | 0.113352 |
4 | -0.431763 | -3.3164 | 0.000782 |
5 | 0.418077 | 3.2113 | 0.00107 |
6 | -0.283736 | -2.1794 | 0.016652 |
7 | 0.220905 | 1.6968 | 0.047502 |
8 | -0.189908 | -1.4587 | 0.074974 |
9 | 0.022499 | 0.1728 | 0.431692 |
10 | 0.15539 | 1.1936 | 0.118711 |
11 | -0.37351 | -2.869 | 0.002853 |
12 | 0.590427 | 4.5352 | 1.4e-05 |
13 | -0.465752 | -3.5775 | 0.00035 |
14 | 0.197459 | 1.5167 | 0.06734 |
15 | 0.075624 | 0.5809 | 0.281766 |
16 | -0.353537 | -2.7156 | 0.004333 |
17 | 0.449381 | 3.4518 | 0.000518 |
18 | -0.350707 | -2.6938 | 0.004592 |
19 | 0.182493 | 1.4018 | 0.083114 |
20 | -0.07347 | -0.5643 | 0.287334 |
21 | -0.054744 | -0.4205 | 0.337825 |
22 | 0.133283 | 1.0238 | 0.155062 |
23 | -0.180795 | -1.3887 | 0.08507 |
24 | 0.314669 | 2.417 | 0.009379 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.666209 | -5.1172 | 2e-06 |
2 | -0.442609 | -3.3997 | 0.000607 |
3 | 0.121085 | 0.9301 | 0.178061 |
4 | -0.322878 | -2.4801 | 0.008005 |
5 | -0.175677 | -1.3494 | 0.091181 |
6 | -0.209134 | -1.6064 | 0.056764 |
7 | 0.212962 | 1.6358 | 0.053604 |
8 | -0.248812 | -1.9112 | 0.030423 |
9 | -0.327699 | -2.5171 | 0.007285 |
10 | -0.08508 | -0.6535 | 0.257982 |
11 | -0.395262 | -3.0361 | 0.001782 |
12 | 0.083299 | 0.6398 | 0.262379 |
13 | 0.024316 | 0.1868 | 0.42624 |
14 | 0.111387 | 0.8556 | 0.197846 |
15 | -0.010828 | -0.0832 | 0.466999 |
16 | -0.067522 | -0.5186 | 0.302973 |
17 | 0.058742 | 0.4512 | 0.326748 |
18 | 0.025333 | 0.1946 | 0.423193 |
19 | -0.090044 | -0.6916 | 0.245938 |
20 | -0.171501 | -1.3173 | 0.096411 |
21 | 0.017535 | 0.1347 | 0.446657 |
22 | -0.107418 | -0.8251 | 0.206321 |
23 | -0.032141 | -0.2469 | 0.402929 |
24 | 0.013655 | 0.1049 | 0.458411 |