Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.325583 | 2.7434 | 0.003846 |
2 | -0.322028 | -2.7135 | 0.004175 |
3 | -0.441229 | -3.7179 | 0.000199 |
4 | -0.252003 | -2.1234 | 0.018603 |
5 | 0.084468 | 0.7117 | 0.23948 |
6 | 0.208426 | 1.7562 | 0.041681 |
7 | 0.124265 | 1.0471 | 0.149309 |
8 | -0.179031 | -1.5085 | 0.067926 |
9 | -0.369383 | -3.1125 | 0.001337 |
10 | -0.308861 | -2.6025 | 0.005629 |
11 | 0.235981 | 1.9884 | 0.025311 |
12 | 0.784013 | 6.6062 | 0 |
13 | 0.320815 | 2.7032 | 0.004293 |
14 | -0.23976 | -2.0203 | 0.023566 |
15 | -0.376698 | -3.1741 | 0.001111 |
16 | -0.223083 | -1.8797 | 0.032124 |
17 | 0.046723 | 0.3937 | 0.347492 |
18 | 0.150344 | 1.2668 | 0.10468 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.325583 | 2.7434 | 0.003846 |
2 | -0.478786 | -4.0343 | 6.8e-05 |
3 | -0.189096 | -1.5933 | 0.057762 |
4 | -0.214939 | -1.8111 | 0.037177 |
5 | 0.001627 | 0.0137 | 0.494551 |
6 | -0.088073 | -0.7421 | 0.230233 |
7 | -0.016398 | -0.1382 | 0.445247 |
8 | -0.296044 | -2.4945 | 0.007471 |
9 | -0.298076 | -2.5116 | 0.007147 |
10 | -0.496477 | -4.1834 | 4e-05 |
11 | 0.051319 | 0.4324 | 0.333373 |
12 | 0.487822 | 4.1105 | 5.2e-05 |
13 | -0.160854 | -1.3554 | 0.089796 |
14 | 0.083021 | 0.6995 | 0.243249 |
15 | 0.133086 | 1.1214 | 0.132947 |
16 | 0.102053 | 0.8599 | 0.196365 |
17 | 0.007398 | 0.0623 | 0.475236 |
18 | -0.056202 | -0.4736 | 0.318631 |