Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.532861 | -4.0582 | 7.5e-05 |
2 | -0.007147 | -0.0544 | 0.478389 |
3 | 0.032024 | 0.2439 | 0.404089 |
4 | 0.063026 | 0.48 | 0.316518 |
5 | -0.159374 | -1.2138 | 0.114881 |
6 | 0.151812 | 1.1562 | 0.126176 |
7 | 0.015391 | 0.1172 | 0.453547 |
8 | -0.067639 | -0.5151 | 0.304213 |
9 | 0.075768 | 0.577 | 0.283076 |
10 | -0.313846 | -2.3902 | 0.010054 |
11 | 0.503478 | 3.8344 | 0.000156 |
12 | -0.29517 | -2.2479 | 0.014198 |
13 | 0.000909 | 0.0069 | 0.497249 |
14 | 0.002109 | 0.0161 | 0.493619 |
15 | 0.144203 | 1.0982 | 0.138323 |
16 | -0.238241 | -1.8144 | 0.037396 |
17 | 0.192126 | 1.4632 | 0.074408 |
18 | -0.010541 | -0.0803 | 0.468147 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.532861 | -4.0582 | 7.5e-05 |
2 | -0.406515 | -3.0959 | 0.00151 |
3 | -0.317785 | -2.4202 | 0.009333 |
4 | -0.154045 | -1.1732 | 0.122761 |
5 | -0.309575 | -2.3577 | 0.010893 |
6 | -0.198422 | -1.5111 | 0.068091 |
7 | -0.044022 | -0.3353 | 0.369319 |
8 | -0.004612 | -0.0351 | 0.486052 |
9 | 0.185819 | 1.4152 | 0.081185 |
10 | -0.390465 | -2.9737 | 0.002141 |
11 | 0.201499 | 1.5346 | 0.065163 |
12 | 0.10145 | 0.7726 | 0.221441 |
13 | 0.013282 | 0.1012 | 0.459889 |
14 | -0.083048 | -0.6325 | 0.264782 |
15 | -0.025519 | -0.1943 | 0.423292 |
16 | -0.014917 | -0.1136 | 0.454973 |
17 | -0.002389 | -0.0182 | 0.492772 |
18 | -0.018857 | -0.1436 | 0.443152 |