Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.449973 | -3.4563 | 0.000511 |
2 | 0.081351 | 0.6249 | 0.267234 |
3 | 0.00216 | 0.0166 | 0.49341 |
4 | 0.065084 | 0.4999 | 0.309496 |
5 | -0.441406 | -3.3905 | 0.000625 |
6 | 0.738521 | 5.6727 | 0 |
7 | -0.434862 | -3.3402 | 0.000728 |
8 | 0.04824 | 0.3705 | 0.356155 |
9 | -0.021884 | -0.1681 | 0.433541 |
10 | 0.006876 | 0.0528 | 0.479029 |
11 | -0.345973 | -2.6575 | 0.005057 |
12 | 0.659486 | 5.0656 | 2e-06 |
13 | -0.402704 | -3.0932 | 0.001512 |
14 | 0.031321 | 0.2406 | 0.405357 |
15 | 0.012192 | 0.0937 | 0.462851 |
16 | -0.014659 | -0.1126 | 0.455365 |
17 | -0.346393 | -2.6607 | 0.005014 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.449973 | -3.4563 | 0.000511 |
2 | -0.151877 | -1.1666 | 0.124036 |
3 | -0.030823 | -0.2368 | 0.406832 |
4 | 0.084789 | 0.6513 | 0.258698 |
5 | -0.478981 | -3.6791 | 0.000254 |
6 | 0.56139 | 4.3121 | 3.1e-05 |
7 | -0.077893 | -0.5983 | 0.275962 |
8 | -0.147541 | -1.1333 | 0.130839 |
9 | -0.12417 | -0.9538 | 0.172047 |
10 | -0.212937 | -1.6356 | 0.053624 |
11 | 0.007473 | 0.0574 | 0.477209 |
12 | 0.204802 | 1.5731 | 0.06052 |
13 | -0.029957 | -0.2301 | 0.409403 |
14 | -0.14977 | -1.1504 | 0.127309 |
15 | -0.075215 | -0.5777 | 0.282819 |
16 | -0.058112 | -0.4464 | 0.328484 |
17 | -0.18545 | -1.4245 | 0.07979 |