Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.609906 | -4.7243 | 7e-06 |
2 | 0.139593 | 1.0813 | 0.141949 |
3 | -0.030083 | -0.233 | 0.40827 |
4 | 0.003422 | 0.0265 | 0.489472 |
5 | -0.064338 | -0.4984 | 0.310026 |
6 | 0.212721 | 1.6477 | 0.052318 |
7 | -0.273488 | -2.1184 | 0.019144 |
8 | 0.137844 | 1.0677 | 0.144958 |
9 | 0.084414 | 0.6539 | 0.257847 |
10 | -0.20143 | -1.5603 | 0.061978 |
11 | 0.241586 | 1.8713 | 0.03309 |
12 | -0.21183 | -1.6408 | 0.053032 |
13 | 0.079148 | 0.6131 | 0.271071 |
14 | -0.074623 | -0.578 | 0.282704 |
15 | 0.168672 | 1.3065 | 0.098179 |
16 | -0.229038 | -1.7741 | 0.040558 |
17 | 0.253424 | 1.963 | 0.027143 |
18 | -0.190459 | -1.4753 | 0.072681 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.609906 | -4.7243 | 7e-06 |
2 | -0.370042 | -2.8663 | 0.00286 |
3 | -0.256687 | -1.9883 | 0.025674 |
4 | -0.196583 | -1.5227 | 0.066541 |
5 | -0.288759 | -2.2367 | 0.014517 |
6 | 0.045607 | 0.3533 | 0.362563 |
7 | -0.127969 | -0.9912 | 0.162774 |
8 | -0.184519 | -1.4293 | 0.079056 |
9 | 0.08845 | 0.6851 | 0.247949 |
10 | -0.095056 | -0.7363 | 0.232208 |
11 | 0.160796 | 1.2455 | 0.108891 |
12 | -0.010273 | -0.0796 | 0.468421 |
13 | 0.005609 | 0.0434 | 0.482744 |
14 | -0.208631 | -1.6161 | 0.055665 |
15 | -0.057152 | -0.4427 | 0.32979 |
16 | -0.168451 | -1.3048 | 0.098469 |
17 | -0.082963 | -0.6426 | 0.261457 |
18 | -0.009601 | -0.0744 | 0.470481 |