Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.002261 | -0.0191 | 0.492426 |
2 | -0.25444 | -2.144 | 0.017731 |
3 | 0.162634 | 1.3704 | 0.087443 |
4 | -0.07607 | -0.641 | 0.2618 |
5 | -0.160619 | -1.3534 | 0.090111 |
6 | -0.261848 | -2.2064 | 0.015297 |
7 | -0.169725 | -1.4301 | 0.078533 |
8 | -0.061441 | -0.5177 | 0.303136 |
9 | 0.123507 | 1.0407 | 0.150775 |
10 | -0.22562 | -1.9011 | 0.030673 |
11 | 0.017117 | 0.1442 | 0.442862 |
12 | 0.80054 | 6.7455 | 0 |
13 | 0.021614 | 0.1821 | 0.428001 |
14 | -0.210156 | -1.7708 | 0.040443 |
15 | 0.141212 | 1.1899 | 0.11903 |
16 | -0.066442 | -0.5599 | 0.288671 |
17 | -0.125744 | -1.0595 | 0.146474 |
18 | -0.210173 | -1.771 | 0.04043 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.002261 | -0.0191 | 0.492426 |
2 | -0.254447 | -2.144 | 0.017729 |
3 | 0.172507 | 1.4536 | 0.075236 |
4 | -0.161969 | -1.3648 | 0.088316 |
5 | -0.070348 | -0.5928 | 0.277613 |
6 | -0.386675 | -3.2582 | 0.000861 |
7 | -0.227307 | -1.9153 | 0.02974 |
8 | -0.326419 | -2.7505 | 0.003772 |
9 | 0.048321 | 0.4072 | 0.342559 |
10 | -0.605849 | -5.105 | 1e-06 |
11 | -0.182236 | -1.5355 | 0.064547 |
12 | 0.493193 | 4.1557 | 4.5e-05 |
13 | 0.055677 | 0.4691 | 0.320202 |
14 | 0.005234 | 0.0441 | 0.482474 |
15 | -0.110759 | -0.9333 | 0.176921 |
16 | -0.09272 | -0.7813 | 0.21862 |
17 | -0.004442 | -0.0374 | 0.485123 |
18 | 0.047299 | 0.3985 | 0.345711 |