Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.166713 | -1.7722 | 0.039529 |
2 | -0.340903 | -3.6238 | 0.000218 |
3 | -0.047725 | -0.5073 | 0.306458 |
4 | 0.129254 | 1.374 | 0.086083 |
5 | -0.038782 | -0.4123 | 0.340466 |
6 | -0.045274 | -0.4813 | 0.315627 |
7 | 0.017736 | 0.1885 | 0.425399 |
8 | -0.034935 | -0.3714 | 0.35553 |
9 | 0.046337 | 0.4926 | 0.311637 |
10 | 0.18411 | 1.9571 | 0.0264 |
11 | 0.040699 | 0.4326 | 0.333051 |
12 | -0.466117 | -4.9549 | 1e-06 |
13 | 0.099839 | 1.0613 | 0.145407 |
14 | 0.135675 | 1.4422 | 0.075999 |
15 | 0.07843 | 0.8337 | 0.203097 |
16 | -0.128679 | -1.3679 | 0.087033 |
17 | 0.018338 | 0.1949 | 0.422898 |
18 | 0.093658 | 0.9956 | 0.160785 |
19 | -0.010863 | -0.1155 | 0.454136 |
20 | -0.089944 | -0.9561 | 0.170527 |
21 | 0.057947 | 0.616 | 0.269573 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.166713 | -1.7722 | 0.039529 |
2 | -0.379237 | -4.0313 | 5e-05 |
3 | -0.227462 | -2.4179 | 0.008603 |
4 | -0.089787 | -0.9545 | 0.170946 |
5 | -0.153146 | -1.628 | 0.053159 |
6 | -0.107736 | -1.1453 | 0.127262 |
7 | -0.085589 | -0.9098 | 0.182427 |
8 | -0.148058 | -1.5739 | 0.059156 |
9 | -0.043266 | -0.4599 | 0.323227 |
10 | 0.171086 | 1.8187 | 0.035805 |
11 | 0.216934 | 2.306 | 0.011466 |
12 | -0.317042 | -3.3702 | 0.000514 |
13 | -0.017611 | -0.1872 | 0.425915 |
14 | -0.176092 | -1.8719 | 0.031904 |
15 | 0.010537 | 0.112 | 0.455507 |
16 | -0.079438 | -0.8444 | 0.200105 |
17 | -0.03589 | -0.3815 | 0.351767 |
18 | 0.028062 | 0.2983 | 0.383008 |
19 | -0.00964 | -0.1025 | 0.45928 |
20 | -0.111607 | -1.1864 | 0.118977 |
21 | 0.075137 | 0.7987 | 0.213066 |