Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.037972 | -0.3244 | 0.37327 |
2 | -0.272935 | -2.332 | 0.011232 |
3 | -0.297443 | -2.5414 | 0.006583 |
4 | -0.204811 | -1.7499 | 0.042168 |
5 | 0.295328 | 2.5233 | 0.006902 |
6 | 0.29555 | 2.5252 | 0.006868 |
7 | 0.223205 | 1.9071 | 0.030223 |
8 | -0.181828 | -1.5535 | 0.062309 |
9 | -0.259662 | -2.2186 | 0.014813 |
10 | -0.263728 | -2.2533 | 0.013623 |
11 | -0.009777 | -0.0835 | 0.466828 |
12 | 0.779174 | 6.6573 | 0 |
13 | -0.056286 | -0.4809 | 0.316009 |
14 | -0.217055 | -1.8545 | 0.033852 |
15 | -0.259686 | -2.2188 | 0.014806 |
16 | -0.18982 | -1.6218 | 0.054576 |
17 | 0.242886 | 2.0752 | 0.020745 |
18 | 0.223138 | 1.9065 | 0.030261 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.037972 | -0.3244 | 0.37327 |
2 | -0.274773 | -2.3477 | 0.010802 |
3 | -0.347811 | -2.9717 | 0.002004 |
4 | -0.419516 | -3.5843 | 0.000303 |
5 | -0.021704 | -0.1854 | 0.426698 |
6 | 0.08397 | 0.7174 | 0.237696 |
7 | 0.354244 | 3.0267 | 0.001707 |
8 | 0.228484 | 1.9522 | 0.027377 |
9 | 0.274082 | 2.3418 | 0.010962 |
10 | -0.134656 | -1.1505 | 0.126846 |
11 | -0.409444 | -3.4983 | 0.000401 |
12 | 0.500391 | 4.2753 | 2.8e-05 |
13 | -0.187563 | -1.6025 | 0.056678 |
14 | -0.068651 | -0.5866 | 0.279658 |
15 | 0.048042 | 0.4105 | 0.341331 |
16 | 0.073692 | 0.6296 | 0.265452 |
17 | -0.124535 | -1.064 | 0.145412 |
18 | -0.060381 | -0.5159 | 0.303743 |