Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.667687 | -6.0462 | 0 |
2 | 0.343264 | 3.1084 | 0.001293 |
3 | -0.234445 | -2.123 | 0.018385 |
4 | 0.301248 | 2.7279 | 0.003897 |
5 | -0.370583 | -3.3558 | 0.000601 |
6 | 0.289387 | 2.6205 | 0.00523 |
7 | -0.258716 | -2.3428 | 0.010782 |
8 | 0.177831 | 1.6103 | 0.055585 |
9 | -0.201137 | -1.8214 | 0.036099 |
10 | 0.354242 | 3.2078 | 0.000954 |
11 | -0.593229 | -5.3719 | 0 |
12 | 0.7088 | 6.4185 | 0 |
13 | -0.487191 | -4.4117 | 1.5e-05 |
14 | 0.289026 | 2.6172 | 0.005276 |
15 | -0.243616 | -2.206 | 0.01509 |
16 | 0.298283 | 2.7011 | 0.004198 |
17 | -0.273916 | -2.4804 | 0.007584 |
18 | 0.158486 | 1.4352 | 0.077523 |
19 | -0.146906 | -1.3303 | 0.093556 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.667687 | -6.0462 | 0 |
2 | -0.185029 | -1.6755 | 0.048822 |
3 | -0.161403 | -1.4616 | 0.073841 |
4 | 0.207819 | 1.8819 | 0.0317 |
5 | -0.111936 | -1.0136 | 0.156873 |
6 | -0.080556 | -0.7295 | 0.233898 |
7 | -0.179021 | -1.6211 | 0.054417 |
8 | -0.154396 | -1.3981 | 0.082925 |
9 | -0.170044 | -1.5398 | 0.063728 |
10 | 0.261178 | 2.3651 | 0.010194 |
11 | -0.442525 | -4.0072 | 6.7e-05 |
12 | 0.265387 | 2.4032 | 0.009255 |
13 | 0.118415 | 1.0723 | 0.143366 |
14 | -0.01797 | -0.1627 | 0.435569 |
15 | 0.061907 | 0.5606 | 0.288301 |
16 | -0.122598 | -1.1102 | 0.135086 |
17 | 0.150132 | 1.3595 | 0.088857 |
18 | -0.074246 | -0.6723 | 0.251634 |
19 | -0.124737 | -1.1295 | 0.130981 |