Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.627811 | -4.3496 | 3.5e-05 |
2 | 0.100761 | 0.6981 | 0.244245 |
3 | 0.249564 | 1.729 | 0.045115 |
4 | -0.240973 | -1.6695 | 0.050764 |
5 | 0.107015 | 0.7414 | 0.231024 |
6 | 0.059858 | 0.4147 | 0.340102 |
7 | -0.135462 | -0.9385 | 0.17634 |
8 | 0.113227 | 0.7845 | 0.218313 |
9 | -0.020367 | -0.1411 | 0.444189 |
10 | -0.06666 | -0.4618 | 0.323144 |
11 | 0.103803 | 0.7192 | 0.237761 |
12 | -0.082875 | -0.5742 | 0.284266 |
13 | 0.019549 | 0.1354 | 0.446415 |
14 | -0.006082 | -0.0421 | 0.483282 |
15 | 0.052019 | 0.3604 | 0.360066 |
16 | -0.100508 | -0.6963 | 0.244786 |
17 | 0.082309 | 0.5703 | 0.285582 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.627811 | -4.3496 | 3.5e-05 |
2 | -0.484251 | -3.355 | 0.000779 |
3 | 0.085035 | 0.5891 | 0.279264 |
4 | 0.163972 | 1.136 | 0.130792 |
5 | 0.118728 | 0.8226 | 0.207409 |
6 | 0.11327 | 0.7848 | 0.218225 |
7 | -0.019234 | -0.1333 | 0.447273 |
8 | -0.035303 | -0.2446 | 0.40391 |
9 | -0.00138 | -0.0096 | 0.496205 |
10 | -0.0351 | -0.2432 | 0.404451 |
11 | 0.021355 | 0.148 | 0.4415 |
12 | -0.011183 | -0.0775 | 0.469283 |
13 | -0.018799 | -0.1302 | 0.448459 |
14 | -0.102622 | -0.711 | 0.240266 |
15 | 0.063096 | 0.4371 | 0.331984 |
16 | -0.005163 | -0.0358 | 0.485806 |
17 | -0.000218 | -0.0015 | 0.499399 |