Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.398184 | -3.6276 | 0.000246 |
2 | -0.19029 | -1.7336 | 0.043349 |
3 | 0.296543 | 2.7016 | 0.004182 |
4 | -0.145587 | -1.3264 | 0.09418 |
5 | 0.009087 | 0.0828 | 0.467112 |
6 | -0.13279 | -1.2098 | 0.1149 |
7 | 0.002113 | 0.0193 | 0.492343 |
8 | -0.12077 | -1.1003 | 0.137199 |
9 | 0.248634 | 2.2652 | 0.013054 |
10 | -0.14813 | -1.3495 | 0.090419 |
11 | -0.333496 | -3.0383 | 0.00159 |
12 | 0.811003 | 7.3886 | 0 |
13 | -0.328932 | -2.9967 | 0.001799 |
14 | -0.157858 | -1.4382 | 0.077075 |
15 | 0.268638 | 2.4474 | 0.008249 |
16 | -0.133799 | -1.219 | 0.113154 |
17 | 0.023924 | 0.218 | 0.414 |
18 | -0.099112 | -0.903 | 0.184581 |
19 | -0.024973 | -0.2275 | 0.410291 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.398184 | -3.6276 | 0.000246 |
2 | -0.414571 | -3.7769 | 0.000149 |
3 | 0.03485 | 0.3175 | 0.375831 |
4 | -0.063388 | -0.5775 | 0.282586 |
5 | 0.041578 | 0.3788 | 0.352904 |
6 | -0.267878 | -2.4405 | 0.008398 |
7 | -0.22193 | -2.0219 | 0.023205 |
8 | -0.497603 | -4.5334 | 1e-05 |
9 | 0.01631 | 0.1486 | 0.44112 |
10 | -0.226831 | -2.0665 | 0.020948 |
11 | -0.709802 | -6.4666 | 0 |
12 | 0.191973 | 1.749 | 0.041998 |
13 | -0.043835 | -0.3994 | 0.345328 |
14 | 0.04729 | 0.4308 | 0.333853 |
15 | -0.144877 | -1.3199 | 0.095249 |
16 | -0.09827 | -0.8953 | 0.186612 |
17 | -0.116013 | -1.0569 | 0.146805 |
18 | 0.031544 | 0.2874 | 0.387268 |
19 | -0.05404 | -0.4923 | 0.311892 |