Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.426481 | -4.4116 | 1.2e-05 |
2 | -0.158854 | -1.6432 | 0.051639 |
3 | 0.20712 | 2.1425 | 0.017212 |
4 | -0.039466 | -0.4082 | 0.341955 |
5 | -0.092713 | -0.959 | 0.169852 |
6 | 0.014051 | 0.1453 | 0.442355 |
7 | -0.020691 | -0.214 | 0.415465 |
8 | -0.016101 | -0.1666 | 0.434018 |
9 | 0.075941 | 0.7855 | 0.216936 |
10 | -0.058026 | -0.6002 | 0.274811 |
11 | -0.07833 | -0.8103 | 0.209797 |
12 | 0.304214 | 3.1468 | 0.001069 |
13 | -0.270758 | -2.8007 | 0.003026 |
14 | 0.067179 | 0.6949 | 0.244311 |
15 | 0.143503 | 1.4844 | 0.070321 |
16 | -0.212167 | -2.1947 | 0.015174 |
17 | 0.096498 | 0.9982 | 0.16022 |
18 | 0.015024 | 0.1554 | 0.438395 |
19 | -0.014993 | -0.1551 | 0.438524 |
20 | -0.134613 | -1.3924 | 0.083338 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.426481 | -4.4116 | 1.2e-05 |
2 | -0.416495 | -4.3083 | 1.8e-05 |
3 | -0.098304 | -1.0169 | 0.155757 |
4 | -0.034919 | -0.3612 | 0.35933 |
5 | -0.075334 | -0.7793 | 0.218774 |
6 | -0.118544 | -1.2262 | 0.111402 |
7 | -0.169182 | -1.75 | 0.04149 |
8 | -0.168445 | -1.7424 | 0.042155 |
9 | -0.038795 | -0.4013 | 0.344502 |
10 | -0.062719 | -0.6488 | 0.258937 |
11 | -0.188232 | -1.9471 | 0.027073 |
12 | 0.189748 | 1.9628 | 0.026135 |
13 | -0.082031 | -0.8485 | 0.199016 |
14 | 0.046071 | 0.4766 | 0.317322 |
15 | 0.110299 | 1.1409 | 0.128221 |
16 | -0.077899 | -0.8058 | 0.211074 |
17 | 0.062275 | 0.6442 | 0.260419 |
18 | 0.006498 | 0.0672 | 0.473269 |
19 | 0.101353 | 1.0484 | 0.148407 |
20 | -0.136921 | -1.4163 | 0.079794 |