Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.563825 | -4.7509 | 5e-06 |
2 | 0.098263 | 0.828 | 0.205228 |
3 | -0.055133 | -0.4646 | 0.321833 |
4 | 0.148869 | 1.2544 | 0.106907 |
5 | -0.232075 | -1.9555 | 0.02723 |
6 | 0.074611 | 0.6287 | 0.265786 |
7 | 0.030399 | 0.2561 | 0.399288 |
8 | 0.001682 | 0.0142 | 0.494366 |
9 | 0.114673 | 0.9662 | 0.1686 |
10 | -0.222758 | -1.877 | 0.032314 |
11 | 0.206226 | 1.7377 | 0.043301 |
12 | -0.171531 | -1.4453 | 0.07638 |
13 | 0.095773 | 0.807 | 0.211182 |
14 | -0.047707 | -0.402 | 0.344451 |
15 | 0.073348 | 0.618 | 0.269263 |
16 | -0.097934 | -0.8252 | 0.206009 |
17 | 0.111022 | 0.9355 | 0.176355 |
18 | -0.079245 | -0.6677 | 0.253234 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.563825 | -4.7509 | 5e-06 |
2 | -0.321998 | -2.7132 | 0.004178 |
3 | -0.267332 | -2.2526 | 0.013689 |
4 | 0.006201 | 0.0522 | 0.479239 |
5 | -0.189983 | -1.6008 | 0.056928 |
6 | -0.265498 | -2.2371 | 0.014209 |
7 | -0.203031 | -1.7108 | 0.045745 |
8 | -0.164049 | -1.3823 | 0.085606 |
9 | 0.172451 | 1.4531 | 0.075302 |
10 | -0.098309 | -0.8284 | 0.205119 |
11 | -0.00122 | -0.0103 | 0.495915 |
12 | -0.136651 | -1.1514 | 0.126706 |
13 | -0.098135 | -0.8269 | 0.205531 |
14 | 0.053023 | 0.4468 | 0.328196 |
15 | 0.03231 | 0.2722 | 0.393111 |
16 | -0.050006 | -0.4214 | 0.337384 |
17 | -0.025436 | -0.2143 | 0.415453 |
18 | -0.056296 | -0.4744 | 0.31835 |