Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.393421 | -3.8346 | 0.000113 |
2 | -0.185935 | -1.8123 | 0.036552 |
3 | 0.283916 | 2.7673 | 0.003398 |
4 | -0.139211 | -1.3569 | 0.089021 |
5 | 0.00885 | 0.0863 | 0.465719 |
6 | -0.142209 | -1.3861 | 0.084483 |
7 | 0.006734 | 0.0656 | 0.473904 |
8 | -0.130182 | -1.2689 | 0.103796 |
9 | 0.263258 | 2.5659 | 0.005927 |
10 | -0.143458 | -1.3983 | 0.082646 |
11 | -0.364141 | -3.5492 | 0.000301 |
12 | 0.850907 | 8.2936 | 0 |
13 | -0.325844 | -3.1759 | 0.001007 |
14 | -0.174817 | -1.7039 | 0.045834 |
15 | 0.26719 | 2.6042 | 0.005343 |
16 | -0.136045 | -1.326 | 0.094009 |
17 | 0.025261 | 0.2462 | 0.403025 |
18 | -0.107444 | -1.0472 | 0.148823 |
19 | -0.021409 | -0.2087 | 0.417578 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.393421 | -3.8346 | 0.000113 |
2 | -0.403109 | -3.929 | 8.1e-05 |
3 | 0.032047 | 0.3124 | 0.377727 |
4 | -0.06393 | -0.6231 | 0.267351 |
5 | 0.035369 | 0.3447 | 0.365528 |
6 | -0.273567 | -2.6664 | 0.004506 |
7 | -0.223922 | -2.1825 | 0.015768 |
8 | -0.507216 | -4.9437 | 2e-06 |
9 | 0.021459 | 0.2092 | 0.417385 |
10 | -0.215618 | -2.1016 | 0.019118 |
11 | -0.749693 | -7.3071 | 0 |
12 | 0.258209 | 2.5167 | 0.006761 |
13 | -0.024386 | -0.2377 | 0.406318 |
14 | 0.033316 | 0.3247 | 0.373054 |
15 | -0.102793 | -1.0019 | 0.159467 |
16 | -0.111344 | -1.0852 | 0.140279 |
17 | -0.084768 | -0.8262 | 0.205375 |
18 | 0.065296 | 0.6364 | 0.263016 |
19 | -0.039637 | -0.3863 | 0.350056 |