Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.375641 | -3.1652 | 0.001142 |
2 | -0.301875 | -2.5436 | 0.006574 |
3 | 0.34392 | 2.8979 | 0.002496 |
4 | -0.191342 | -1.6123 | 0.05567 |
5 | -0.150497 | -1.2681 | 0.104451 |
6 | 0.394336 | 3.3227 | 0.000706 |
7 | -0.26263 | -2.213 | 0.015058 |
8 | -0.074493 | -0.6277 | 0.26611 |
9 | 0.364276 | 3.0694 | 0.001518 |
10 | -0.426428 | -3.5931 | 0.000299 |
11 | -0.113187 | -0.9537 | 0.171728 |
12 | 0.649521 | 5.473 | 0 |
13 | -0.321674 | -2.7105 | 0.004209 |
14 | -0.10374 | -0.8741 | 0.192497 |
15 | 0.196635 | 1.6569 | 0.050979 |
16 | -0.245604 | -2.0695 | 0.02107 |
17 | 0.029761 | 0.2508 | 0.401356 |
18 | 0.253321 | 2.1345 | 0.018127 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.375641 | -3.1652 | 0.001142 |
2 | -0.515757 | -4.3458 | 2.3e-05 |
3 | -0.034423 | -0.29 | 0.386312 |
4 | -0.260381 | -2.194 | 0.015754 |
5 | -0.318312 | -2.6821 | 0.004546 |
6 | 0.06534 | 0.5506 | 0.291831 |
7 | -0.192167 | -1.6192 | 0.054916 |
8 | -0.106928 | -0.901 | 0.18532 |
9 | 0.146248 | 1.2323 | 0.110949 |
10 | -0.31691 | -2.6703 | 0.004694 |
11 | -0.49292 | -4.1534 | 4.5e-05 |
12 | 0.140869 | 1.187 | 0.119596 |
13 | 0.081849 | 0.6897 | 0.246325 |
14 | 0.187414 | 1.5792 | 0.05937 |
15 | -0.064171 | -0.5407 | 0.295199 |
16 | -0.080672 | -0.6798 | 0.249436 |
17 | -0.004866 | -0.041 | 0.483704 |
18 | -0.131469 | -1.1078 | 0.135849 |