Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.263914 | 2.2238 | 0.014673 |
2 | -0.236146 | -1.9898 | 0.025232 |
3 | -0.315846 | -2.6614 | 0.004809 |
4 | -0.217368 | -1.8316 | 0.035605 |
5 | 0.102396 | 0.8628 | 0.195574 |
6 | 0.191659 | 1.6149 | 0.055379 |
7 | 0.062855 | 0.5296 | 0.299013 |
8 | -0.202068 | -1.7027 | 0.046503 |
9 | -0.260347 | -2.1937 | 0.015765 |
10 | -0.199096 | -1.6776 | 0.04891 |
11 | 0.260095 | 2.1916 | 0.015845 |
12 | 0.765504 | 6.4502 | 0 |
13 | 0.14553 | 1.2263 | 0.112077 |
14 | -0.240216 | -2.0241 | 0.023362 |
15 | -0.318194 | -2.6811 | 0.004558 |
16 | -0.20724 | -1.7462 | 0.042548 |
17 | 0.081408 | 0.686 | 0.247488 |
18 | 0.138863 | 1.1701 | 0.122941 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.263914 | 2.2238 | 0.014673 |
2 | -0.32869 | -2.7696 | 0.003578 |
3 | -0.176292 | -1.4855 | 0.070924 |
4 | -0.175873 | -1.4819 | 0.071392 |
5 | 0.098964 | 0.8339 | 0.203571 |
6 | -0.007551 | -0.0636 | 0.474722 |
7 | -0.024472 | -0.2062 | 0.41861 |
8 | -0.208616 | -1.7578 | 0.041543 |
9 | -0.116925 | -0.9852 | 0.163929 |
10 | -0.238901 | -2.013 | 0.023953 |
11 | 0.26856 | 2.2629 | 0.01335 |
12 | 0.641187 | 5.4027 | 0 |
13 | -0.236456 | -1.9924 | 0.025085 |
14 | 0.079801 | 0.6724 | 0.251752 |
15 | -0.014459 | -0.1218 | 0.451688 |
16 | -0.046362 | -0.3906 | 0.348613 |
17 | -0.137458 | -1.1582 | 0.125324 |
18 | -0.073814 | -0.622 | 0.267976 |