Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.523084 | -4.4076 | 1.8e-05 |
2 | -0.059066 | -0.4977 | 0.310117 |
3 | 0.268065 | 2.2588 | 0.013486 |
4 | -0.133506 | -1.1249 | 0.132201 |
5 | 0.08228 | 0.6933 | 0.245191 |
6 | -0.010323 | -0.087 | 0.465465 |
7 | -0.162573 | -1.3699 | 0.087523 |
8 | 0.15666 | 1.32 | 0.095531 |
9 | 0.094524 | 0.7965 | 0.214206 |
10 | -0.211346 | -1.7808 | 0.039609 |
11 | -0.048831 | -0.4115 | 0.34099 |
12 | 0.345442 | 2.9107 | 0.002407 |
13 | -0.404479 | -3.4082 | 0.00054 |
14 | 0.220073 | 1.8544 | 0.03392 |
15 | -0.027681 | -0.2332 | 0.40812 |
16 | -0.160024 | -1.3484 | 0.09091 |
17 | 0.223678 | 1.8847 | 0.031779 |
18 | -0.120802 | -1.0179 | 0.156092 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.523084 | -4.4076 | 1.8e-05 |
2 | -0.458 | -3.8592 | 0.000124 |
3 | -0.02884 | -0.243 | 0.40435 |
4 | 0.05412 | 0.456 | 0.324883 |
5 | 0.226802 | 1.9111 | 0.030017 |
6 | 0.174142 | 1.4673 | 0.073349 |
7 | -0.166814 | -1.4056 | 0.082102 |
8 | -0.208323 | -1.7554 | 0.041755 |
9 | 0.107334 | 0.9044 | 0.184417 |
10 | 0.12097 | 1.0193 | 0.155758 |
11 | -0.210556 | -1.7742 | 0.040161 |
12 | 0.153215 | 1.291 | 0.100443 |
13 | -0.222668 | -1.8762 | 0.032367 |
14 | -0.014969 | -0.1261 | 0.449994 |
15 | 0.00239 | 0.0201 | 0.491995 |
16 | -0.041344 | -0.3484 | 0.364297 |
17 | -0.048112 | -0.4054 | 0.343202 |
18 | -0.00623 | -0.0525 | 0.479142 |