Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.577822 | -4.4758 | 1.7e-05 |
2 | 0.05962 | 0.4618 | 0.322942 |
3 | 0.058884 | 0.4561 | 0.324977 |
4 | 0.021505 | 0.1666 | 0.434131 |
5 | -0.030595 | -0.237 | 0.406737 |
6 | 0.006794 | 0.0526 | 0.479102 |
7 | -0.024302 | -0.1882 | 0.425662 |
8 | -0.020751 | -0.1607 | 0.436422 |
9 | 0.030601 | 0.237 | 0.406717 |
10 | 0.024644 | 0.1909 | 0.424628 |
11 | -0.010327 | -0.08 | 0.468255 |
12 | -0.008126 | -0.0629 | 0.475011 |
13 | -0.03087 | -0.2391 | 0.405914 |
14 | 0.064551 | 0.5 | 0.30945 |
15 | 0.004412 | 0.0342 | 0.486425 |
16 | -0.042789 | -0.3314 | 0.370734 |
17 | -0.000295 | -0.0023 | 0.499094 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.577822 | -4.4758 | 1.7e-05 |
2 | -0.411725 | -3.1892 | 0.001134 |
3 | -0.235693 | -1.8257 | 0.036439 |
4 | -0.047709 | -0.3696 | 0.356509 |
5 | 0.029963 | 0.2321 | 0.408628 |
6 | 0.049595 | 0.3842 | 0.351107 |
7 | -0.015936 | -0.1234 | 0.451085 |
8 | -0.119049 | -0.9222 | 0.180071 |
9 | -0.120128 | -0.9305 | 0.17792 |
10 | -0.013997 | -0.1084 | 0.457013 |
11 | 0.086163 | 0.6674 | 0.253533 |
12 | 0.110755 | 0.8579 | 0.19718 |
13 | -0.002216 | -0.0172 | 0.493182 |
14 | -0.007656 | -0.0593 | 0.476453 |
15 | 0.052899 | 0.4098 | 0.341722 |
16 | 0.055134 | 0.4271 | 0.335429 |
17 | 0.026207 | 0.203 | 0.41991 |