Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.533196 | -4.3317 | 2.6e-05 |
2 | 0.008422 | 0.0684 | 0.472829 |
3 | 0.144922 | 1.1774 | 0.121641 |
4 | -0.047619 | -0.3869 | 0.350051 |
5 | -0.063677 | -0.5173 | 0.303334 |
6 | -0.017728 | -0.144 | 0.442962 |
7 | -0.02459 | -0.1998 | 0.421137 |
8 | 0.015024 | 0.1221 | 0.451614 |
9 | 0.074583 | 0.6059 | 0.273325 |
10 | -0.069548 | -0.565 | 0.286991 |
11 | -0.046818 | -0.3803 | 0.352454 |
12 | 0.186104 | 1.5119 | 0.067664 |
13 | -0.160624 | -1.3049 | 0.098227 |
14 | 0.026528 | 0.2155 | 0.415014 |
15 | 0.104407 | 0.8482 | 0.199693 |
16 | -0.16107 | -1.3085 | 0.097615 |
17 | 0.145091 | 1.1787 | 0.12137 |
18 | -0.128848 | -1.0468 | 0.149513 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.533196 | -4.3317 | 2.6e-05 |
2 | -0.385462 | -3.1315 | 0.001296 |
3 | -0.089246 | -0.725 | 0.235496 |
4 | 0.034142 | 0.2774 | 0.39118 |
5 | -0.030524 | -0.248 | 0.402461 |
6 | -0.153964 | -1.2508 | 0.10771 |
7 | -0.242605 | -1.9709 | 0.026464 |
8 | -0.20395 | -1.6569 | 0.051144 |
9 | 0.019807 | 0.1609 | 0.436328 |
10 | 0.054227 | 0.4405 | 0.330492 |
11 | -0.125439 | -1.0191 | 0.155945 |
12 | 0.013102 | 0.1064 | 0.457776 |
13 | -0.073028 | -0.5933 | 0.277509 |
14 | -0.056588 | -0.4597 | 0.323612 |
15 | 0.101139 | 0.8217 | 0.207115 |
16 | -0.054131 | -0.4398 | 0.330774 |
17 | 0.05821 | 0.4729 | 0.318923 |
18 | -0.108909 | -0.8848 | 0.189743 |