Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.199449 | -1.7502 | 0.042037 |
2 | -0.587922 | -5.159 | 1e-06 |
3 | 0.049536 | 0.4347 | 0.332506 |
4 | 0.543317 | 4.7676 | 4e-06 |
5 | 0.021616 | 0.1897 | 0.42503 |
6 | -0.573055 | -5.0285 | 2e-06 |
7 | 0.014845 | 0.1303 | 0.448349 |
8 | 0.54224 | 4.7581 | 4e-06 |
9 | -0.067839 | -0.5953 | 0.2767 |
10 | -0.441185 | -3.8714 | 0.000113 |
11 | 0.028867 | 0.2533 | 0.400354 |
12 | 0.43741 | 3.8383 | 0.000126 |
13 | -0.079844 | -0.7006 | 0.242823 |
14 | -0.357269 | -3.135 | 0.001216 |
15 | 0.012611 | 0.1107 | 0.456088 |
16 | 0.420198 | 3.6872 | 0.00021 |
17 | -0.094308 | -0.8275 | 0.205241 |
18 | -0.338602 | -2.9712 | 0.001978 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.199449 | -1.7502 | 0.042037 |
2 | -0.653706 | -5.7362 | 0 |
3 | -0.499665 | -4.3845 | 1.8e-05 |
4 | -0.012221 | -0.1072 | 0.45744 |
5 | 0.295065 | 2.5892 | 0.005749 |
6 | -0.027641 | -0.2426 | 0.404499 |
7 | -0.126147 | -1.1069 | 0.135885 |
8 | 0.057509 | 0.5046 | 0.307626 |
9 | -0.023577 | -0.2069 | 0.418323 |
10 | -0.00021 | -0.0018 | 0.499267 |
11 | 0.00852 | 0.0748 | 0.4703 |
12 | 0.062423 | 0.5478 | 0.29272 |
13 | -0.082338 | -0.7225 | 0.236083 |
14 | 0.001978 | 0.0174 | 0.493099 |
15 | -0.116067 | -1.0185 | 0.155819 |
16 | 0.08605 | 0.7551 | 0.22625 |
17 | 0.010106 | 0.0887 | 0.464784 |
18 | 0.038948 | 0.3418 | 0.366729 |