Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.008681 | -0.0684 | 0.472861 |
2 | -0.634175 | -4.9935 | 3e-06 |
3 | -0.085684 | -0.6747 | 0.251194 |
4 | 0.671096 | 5.2842 | 1e-06 |
5 | 0.017711 | 0.1395 | 0.444771 |
6 | -0.586286 | -4.6164 | 1e-05 |
7 | -0.01815 | -0.1429 | 0.443412 |
8 | 0.531153 | 4.1823 | 4.6e-05 |
9 | -0.077943 | -0.6137 | 0.270821 |
10 | -0.572198 | -4.5055 | 1.5e-05 |
11 | 0.017863 | 0.1407 | 0.444299 |
12 | 0.592293 | 4.6637 | 9e-06 |
13 | -0.088507 | -0.6969 | 0.244235 |
14 | -0.546382 | -4.3022 | 3.1e-05 |
15 | 0.056371 | 0.4439 | 0.329342 |
16 | 0.553809 | 4.3607 | 2.5e-05 |
17 | -0.03714 | -0.2924 | 0.385464 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.008681 | -0.0684 | 0.472861 |
2 | -0.634298 | -4.9945 | 3e-06 |
3 | -0.167646 | -1.32 | 0.095837 |
4 | 0.439976 | 3.4644 | 0.000485 |
5 | -0.107441 | -0.846 | 0.200405 |
6 | -0.166205 | -1.3087 | 0.097734 |
7 | 0.131288 | 1.0338 | 0.152631 |
8 | -0.01243 | -0.0979 | 0.461174 |
9 | -0.250096 | -1.9693 | 0.026698 |
10 | -0.172962 | -1.3619 | 0.089078 |
11 | -0.077702 | -0.6118 | 0.271445 |
12 | 0.139402 | 1.0976 | 0.138301 |
13 | -0.119135 | -0.9381 | 0.175925 |
14 | -0.041375 | -0.3258 | 0.372842 |
15 | 0.074352 | 0.5855 | 0.280185 |
16 | -0.029585 | -0.233 | 0.408282 |
17 | 0.031356 | 0.2469 | 0.402901 |