Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.315496 | -3.4417 | 0.000399 |
2 | -0.08603 | -0.9385 | 0.174951 |
3 | 0.071249 | 0.7772 | 0.219283 |
4 | -0.085986 | -0.938 | 0.175073 |
5 | 0.051447 | 0.5612 | 0.287853 |
6 | -0.193569 | -2.1116 | 0.018407 |
7 | -0.00856 | -0.0934 | 0.462878 |
8 | -0.019607 | -0.2139 | 0.415499 |
9 | 0.048935 | 0.5338 | 0.297231 |
10 | -0.105943 | -1.1557 | 0.125058 |
11 | -0.248522 | -2.7111 | 0.00385 |
12 | 0.794486 | 8.6668 | 0 |
13 | -0.250211 | -2.7295 | 0.003653 |
14 | -0.061976 | -0.6761 | 0.25015 |
15 | 0.071389 | 0.7788 | 0.218832 |
16 | -0.113798 | -1.2414 | 0.108451 |
17 | 0.093331 | 1.0181 | 0.155343 |
18 | -0.193299 | -2.1086 | 0.018536 |
19 | -0.019853 | -0.2166 | 0.414458 |
20 | 0.018781 | 0.2049 | 0.419007 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.315496 | -3.4417 | 0.000399 |
2 | -0.20608 | -2.2481 | 0.013207 |
3 | -0.03074 | -0.3353 | 0.368984 |
4 | -0.100832 | -1.0999 | 0.136788 |
5 | -0.003301 | -0.036 | 0.485666 |
6 | -0.233306 | -2.5451 | 0.006102 |
7 | -0.184346 | -2.011 | 0.023294 |
8 | -0.206716 | -2.255 | 0.012981 |
9 | -0.077684 | -0.8474 | 0.199228 |
10 | -0.24386 | -2.6602 | 0.004443 |
11 | -0.589307 | -6.4286 | 0 |
12 | 0.569488 | 6.2124 | 0 |
13 | 0.162781 | 1.7757 | 0.039167 |
14 | 0.038851 | 0.4238 | 0.336234 |
15 | -0.028177 | -0.3074 | 0.379549 |
16 | -0.031007 | -0.3382 | 0.367888 |
17 | -0.031747 | -0.3463 | 0.364858 |
18 | -0.05627 | -0.6138 | 0.270247 |
19 | 0.029445 | 0.3212 | 0.37431 |
20 | -0.016666 | -0.1818 | 0.428023 |