Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.531855 | -4.3208 | 2.7e-05 |
2 | -0.005718 | -0.0465 | 0.481544 |
3 | 0.171228 | 1.3911 | 0.084439 |
4 | -0.062148 | -0.5049 | 0.307659 |
5 | -0.072195 | -0.5865 | 0.279766 |
6 | 0.00901 | 0.0732 | 0.470935 |
7 | -0.048134 | -0.391 | 0.348511 |
8 | 0.022401 | 0.182 | 0.428075 |
9 | 0.073318 | 0.5956 | 0.276727 |
10 | -0.073604 | -0.598 | 0.275957 |
11 | -0.04353 | -0.3536 | 0.362368 |
12 | 0.185146 | 1.5041 | 0.068659 |
13 | -0.163781 | -1.3306 | 0.093956 |
14 | 0.037801 | 0.3071 | 0.379868 |
15 | 0.091942 | 0.7469 | 0.228875 |
16 | -0.15447 | -1.2549 | 0.106967 |
17 | 0.149797 | 1.217 | 0.113977 |
18 | -0.124189 | -1.0089 | 0.15835 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.531855 | -4.3208 | 2.7e-05 |
2 | -0.40242 | -3.2693 | 0.000857 |
3 | -0.078313 | -0.6362 | 0.263418 |
4 | 0.044665 | 0.3629 | 0.358934 |
5 | -0.035902 | -0.2917 | 0.385728 |
6 | -0.139466 | -1.133 | 0.130651 |
7 | -0.247358 | -2.0095 | 0.024286 |
8 | -0.204638 | -1.6625 | 0.050579 |
9 | 0.015038 | 0.1222 | 0.451569 |
10 | 0.05059 | 0.411 | 0.341204 |
11 | -0.125825 | -1.0222 | 0.155207 |
12 | 0.008095 | 0.0658 | 0.473881 |
13 | -0.081934 | -0.6656 | 0.253982 |
14 | -0.04508 | -0.3662 | 0.357682 |
15 | 0.088449 | 0.7186 | 0.237472 |
16 | -0.059534 | -0.4837 | 0.315115 |
17 | 0.066427 | 0.5397 | 0.295624 |
18 | -0.092654 | -0.7527 | 0.227145 |