Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.32741 | -2.7588 | 0.003687 |
2 | -0.339512 | -2.8608 | 0.002773 |
3 | 0.275033 | 2.3175 | 0.011683 |
4 | -0.054891 | -0.4625 | 0.32256 |
5 | -0.18859 | -1.5891 | 0.058242 |
6 | 0.222618 | 1.8758 | 0.032396 |
7 | -0.109603 | -0.9235 | 0.179429 |
8 | -0.059735 | -0.5033 | 0.308144 |
9 | 0.214504 | 1.8074 | 0.037465 |
10 | -0.24925 | -2.1002 | 0.019631 |
11 | -0.056729 | -0.478 | 0.317057 |
12 | 0.444788 | 3.7479 | 0.00018 |
13 | -0.152034 | -1.2811 | 0.10217 |
14 | -0.297798 | -2.5093 | 0.00719 |
15 | 0.282335 | 2.379 | 0.010026 |
16 | -0.052136 | -0.4393 | 0.330886 |
17 | -0.157278 | -1.3252 | 0.094669 |
18 | 0.189864 | 1.5998 | 0.05704 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.32741 | -2.7588 | 0.003687 |
2 | -0.500345 | -4.216 | 3.6e-05 |
3 | -0.083018 | -0.6995 | 0.243257 |
4 | -0.179429 | -1.5119 | 0.067499 |
5 | -0.252623 | -2.1286 | 0.018377 |
6 | -0.039617 | -0.3338 | 0.369751 |
7 | -0.229299 | -1.9321 | 0.028669 |
8 | -0.137548 | -1.159 | 0.12517 |
9 | 0.013229 | 0.1115 | 0.455778 |
10 | -0.301959 | -2.5443 | 0.006562 |
11 | -0.312158 | -2.6303 | 0.005227 |
12 | 0.099002 | 0.8342 | 0.203481 |
13 | 0.141095 | 1.1889 | 0.119223 |
14 | -0.041969 | -0.3536 | 0.36233 |
15 | 0.061064 | 0.5145 | 0.304238 |
16 | 0.036268 | 0.3056 | 0.380402 |
17 | 0.055803 | 0.4702 | 0.319824 |
18 | 0.108037 | 0.9103 | 0.182864 |