Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.483597 | -5.1179 | 1e-06 |
2 | -0.219617 | -2.3242 | 0.010959 |
3 | 0.324168 | 3.4307 | 0.000422 |
4 | -0.142067 | -1.5035 | 0.067763 |
5 | 0.018685 | 0.1977 | 0.421801 |
6 | 0.055485 | 0.5872 | 0.279128 |
7 | -0.042544 | -0.4502 | 0.326704 |
8 | -0.14811 | -1.5675 | 0.059915 |
9 | 0.346248 | 3.6643 | 0.00019 |
10 | -0.197766 | -2.093 | 0.019305 |
11 | -0.271477 | -2.873 | 0.002432 |
12 | 0.562814 | 5.9563 | 0 |
13 | -0.33258 | -3.5197 | 0.000313 |
14 | -0.08879 | -0.9397 | 0.174706 |
15 | 0.21835 | 2.3108 | 0.011337 |
16 | -0.106073 | -1.1226 | 0.13201 |
17 | 0.0374 | 0.3958 | 0.3465 |
18 | -0.048978 | -0.5183 | 0.302625 |
19 | 0.053264 | 0.5637 | 0.287046 |
20 | -0.11587 | -1.2263 | 0.111338 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.483597 | -5.1179 | 1e-06 |
2 | -0.591911 | -6.2642 | 0 |
3 | -0.263506 | -2.7887 | 0.00311 |
4 | -0.310746 | -3.2886 | 0.000673 |
5 | -0.138866 | -1.4696 | 0.072235 |
6 | -0.059235 | -0.6269 | 0.266006 |
7 | 0.067627 | 0.7157 | 0.237834 |
8 | -0.265179 | -2.8064 | 0.002955 |
9 | 0.187218 | 1.9813 | 0.025003 |
10 | 0.112841 | 1.1942 | 0.117463 |
11 | -0.260878 | -2.7609 | 0.003369 |
12 | 0.220209 | 2.3305 | 0.010786 |
13 | 0.057416 | 0.6076 | 0.272329 |
14 | 0.037482 | 0.3967 | 0.346181 |
15 | -0.042979 | -0.4549 | 0.325049 |
16 | -0.007395 | -0.0783 | 0.468879 |
17 | 0.109793 | 1.1619 | 0.123864 |
18 | -0.144859 | -1.533 | 0.064042 |
19 | -0.004669 | -0.0494 | 0.480338 |
20 | -0.037332 | -0.3951 | 0.346766 |