Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.629558 | -4.316 | 4.1e-05 |
2 | 0.04186 | 0.287 | 0.387695 |
3 | 0.359801 | 2.4667 | 0.00867 |
4 | -0.335887 | -2.3027 | 0.012884 |
5 | 0.085139 | 0.5837 | 0.281112 |
6 | 0.165606 | 1.1353 | 0.130996 |
7 | -0.289548 | -1.985 | 0.026496 |
8 | 0.244075 | 1.6733 | 0.050457 |
9 | -0.144049 | -0.9875 | 0.164215 |
10 | -0.039458 | -0.2705 | 0.393975 |
11 | 0.194516 | 1.3335 | 0.094392 |
12 | -0.223969 | -1.5355 | 0.065688 |
13 | 0.090548 | 0.6208 | 0.268876 |
14 | 0.035579 | 0.2439 | 0.404178 |
15 | -0.01988 | -0.1363 | 0.446086 |
16 | -0.073651 | -0.5049 | 0.307984 |
17 | 0.113305 | 0.7768 | 0.220591 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.629558 | -4.316 | 4.1e-05 |
2 | -0.587225 | -4.0258 | 0.000103 |
3 | 0.080753 | 0.5536 | 0.291234 |
4 | 0.200103 | 1.3718 | 0.088314 |
5 | 0.054111 | 0.371 | 0.356165 |
6 | 0.068985 | 0.4729 | 0.319224 |
7 | -0.162601 | -1.1147 | 0.135315 |
8 | -0.006795 | -0.0466 | 0.481521 |
9 | -0.149118 | -1.0223 | 0.155935 |
10 | -0.188336 | -1.2912 | 0.10148 |
11 | 0.052434 | 0.3595 | 0.360428 |
12 | 0.067959 | 0.4659 | 0.321718 |
13 | 0.027489 | 0.1885 | 0.425666 |
14 | -0.168816 | -1.1573 | 0.12649 |
15 | 0.1396 | 0.957 | 0.17172 |
16 | -0.00879 | -0.0603 | 0.476101 |
17 | -0.058054 | -0.398 | 0.346218 |