Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.139686 | 0.8723 | 0.194181 |
2 | -0.690188 | -4.3102 | 5.4e-05 |
3 | -0.026743 | -0.167 | 0.434114 |
4 | 0.718642 | 4.4879 | 3.1e-05 |
5 | -0.003437 | -0.0215 | 0.491493 |
6 | -0.742682 | -4.638 | 1.9e-05 |
7 | -0.125648 | -0.7847 | 0.218694 |
8 | 0.588867 | 3.6775 | 0.000354 |
9 | -0.021963 | -0.1372 | 0.445806 |
10 | -0.659607 | -4.1192 | 9.6e-05 |
11 | -0.121769 | -0.7604 | 0.22578 |
12 | 0.523908 | 3.2718 | 0.00112 |
13 | 0.031414 | 0.1962 | 0.422743 |
14 | -0.460896 | -2.8783 | 0.003228 |
15 | 0.011482 | 0.0717 | 0.471603 |
16 | 0.520515 | 3.2506 | 0.001188 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.139686 | 0.8723 | 0.194181 |
2 | -0.723824 | -4.5203 | 2.8e-05 |
3 | 0.515348 | 3.2183 | 0.001298 |
4 | 0.227081 | 1.4181 | 0.082048 |
5 | -0.461993 | -2.8851 | 0.003171 |
6 | -0.050174 | -0.3133 | 0.377848 |
7 | -0.126437 | -0.7896 | 0.217267 |
8 | -0.069241 | -0.4324 | 0.333912 |
9 | -0.19637 | -1.2263 | 0.113714 |
10 | 0.007306 | 0.0456 | 0.48192 |
11 | -0.283222 | -1.7687 | 0.042381 |
12 | -0.090641 | -0.5661 | 0.287301 |
13 | -0.120198 | -0.7506 | 0.228688 |
14 | 0.159898 | 0.9986 | 0.162081 |
15 | -0.102234 | -0.6384 | 0.263457 |
16 | 0.030544 | 0.1907 | 0.424857 |