Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.511233 | -3.9269 | 0.000114 |
2 | 0.088771 | 0.6819 | 0.248998 |
3 | -0.115485 | -0.8871 | 0.189325 |
4 | 0.055388 | 0.4254 | 0.336031 |
5 | -0.042298 | -0.3249 | 0.373203 |
6 | -0.018663 | -0.1434 | 0.443251 |
7 | 0.047063 | 0.3615 | 0.359508 |
8 | 0.019515 | 0.1499 | 0.440678 |
9 | -0.060163 | -0.4621 | 0.322847 |
10 | -0.005453 | -0.0419 | 0.483366 |
11 | 0.324265 | 2.4907 | 0.007791 |
12 | -0.417072 | -3.2036 | 0.001095 |
13 | 0.090884 | 0.6981 | 0.24393 |
14 | 0.02293 | 0.1761 | 0.4304 |
15 | 0.043843 | 0.3368 | 0.368746 |
16 | -0.015105 | -0.116 | 0.454014 |
17 | -0.054574 | -0.4192 | 0.3383 |
18 | 0.068767 | 0.5282 | 0.299667 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.511233 | -3.9269 | 0.000114 |
2 | -0.233657 | -1.7948 | 0.038908 |
3 | -0.256263 | -1.9684 | 0.026864 |
4 | -0.184354 | -1.416 | 0.081009 |
5 | -0.183561 | -1.41 | 0.0819 |
6 | -0.231754 | -1.7801 | 0.040101 |
7 | -0.172939 | -1.3284 | 0.094586 |
8 | -0.107066 | -0.8224 | 0.207084 |
9 | -0.182652 | -1.403 | 0.082932 |
10 | -0.245783 | -1.8879 | 0.03198 |
11 | 0.338065 | 2.5967 | 0.005931 |
12 | -0.021801 | -0.1675 | 0.43379 |
13 | -0.192832 | -1.4812 | 0.071941 |
14 | -0.023784 | -0.1827 | 0.427833 |
15 | -0.020807 | -0.1598 | 0.436783 |
16 | -0.018186 | -0.1397 | 0.44469 |
17 | -0.107145 | -0.823 | 0.206912 |
18 | -0.133437 | -1.025 | 0.154785 |