Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.620075 | -4.296 | 4.2e-05 |
2 | 0.019338 | 0.134 | 0.446991 |
3 | 0.402705 | 2.79 | 0.003769 |
4 | -0.401479 | -2.7815 | 0.003855 |
5 | 0.19027 | 1.3182 | 0.096841 |
6 | 0.086399 | 0.5986 | 0.27613 |
7 | -0.270346 | -1.873 | 0.033582 |
8 | 0.274231 | 1.8999 | 0.031729 |
9 | -0.184154 | -1.2759 | 0.104073 |
10 | -0.026504 | -0.1836 | 0.42754 |
11 | 0.188426 | 1.3055 | 0.09898 |
12 | -0.249826 | -1.7308 | 0.044952 |
13 | 0.103878 | 0.7197 | 0.237603 |
14 | 0.020061 | 0.139 | 0.445022 |
15 | -0.030054 | -0.2082 | 0.417969 |
16 | -0.042194 | -0.2923 | 0.385647 |
17 | 0.072226 | 0.5004 | 0.309542 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.620075 | -4.296 | 4.2e-05 |
2 | -0.59326 | -4.1102 | 7.7e-05 |
3 | 0.13524 | 0.937 | 0.176732 |
4 | 0.145074 | 1.0051 | 0.159944 |
5 | 0.159163 | 1.1027 | 0.137825 |
6 | 0.141223 | 0.9784 | 0.166386 |
7 | -0.116622 | -0.808 | 0.211543 |
8 | -0.05803 | -0.402 | 0.344719 |
9 | -0.21348 | -1.479 | 0.072832 |
10 | -0.231338 | -1.6028 | 0.057775 |
11 | -0.044858 | -0.3108 | 0.378654 |
12 | -0.004457 | -0.0309 | 0.487747 |
13 | -0.035313 | -0.2447 | 0.403884 |
14 | -0.166115 | -1.1509 | 0.127742 |
15 | 0.145171 | 1.0058 | 0.159784 |
16 | 0.020206 | 0.14 | 0.444626 |
17 | 0.022426 | 0.1554 | 0.43859 |