Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.337645 | -2.7222 | 0.004158 |
2 | -0.27137 | -2.1879 | 0.016141 |
3 | 0.159043 | 1.2822 | 0.102155 |
4 | 0.103098 | 0.8312 | 0.204451 |
5 | -0.148213 | -1.1949 | 0.118228 |
6 | 0.209811 | 1.6916 | 0.047761 |
7 | -0.242917 | -1.9585 | 0.027235 |
8 | 0.222152 | 1.791 | 0.038971 |
9 | 0.005198 | 0.0419 | 0.483351 |
10 | -0.3002 | -2.4203 | 0.009156 |
11 | -0.123473 | -0.9955 | 0.1616 |
12 | 0.559012 | 4.5069 | 1.4e-05 |
13 | -0.194135 | -1.5652 | 0.0612 |
14 | -0.185657 | -1.4968 | 0.069641 |
15 | -0.016487 | -0.1329 | 0.447333 |
16 | 0.124814 | 1.0063 | 0.159006 |
17 | -0.071017 | -0.5726 | 0.284461 |
18 | 0.059886 | 0.4828 | 0.315423 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.337645 | -2.7222 | 0.004158 |
2 | -0.434961 | -3.5068 | 0.000414 |
3 | -0.166069 | -1.3389 | 0.092635 |
4 | -0.006154 | -0.0496 | 0.480292 |
5 | -0.080602 | -0.6498 | 0.259044 |
6 | 0.251391 | 2.0268 | 0.023395 |
7 | -0.158081 | -1.2745 | 0.103514 |
8 | 0.277622 | 2.2383 | 0.014318 |
9 | 0.075064 | 0.6052 | 0.273582 |
10 | -0.251858 | -2.0305 | 0.023198 |
11 | -0.498701 | -4.0207 | 7.7e-05 |
12 | 0.071975 | 0.5803 | 0.281866 |
13 | 0.198204 | 1.598 | 0.05745 |
14 | 0.135714 | 1.0942 | 0.138962 |
15 | -0.091826 | -0.7403 | 0.230885 |
16 | -0.099738 | -0.8041 | 0.212131 |
17 | -0.083702 | -0.6748 | 0.251089 |
18 | -0.095847 | -0.7727 | 0.221237 |