Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.274454 | -2.1081 | 0.019639 |
2 | -0.365156 | -2.8048 | 0.003403 |
3 | 0.13745 | 1.0558 | 0.147689 |
4 | 0.048913 | 0.3757 | 0.35424 |
5 | -0.077648 | -0.5964 | 0.276587 |
6 | 0.028569 | 0.2194 | 0.413531 |
7 | 0.036997 | 0.2842 | 0.388633 |
8 | -0.092297 | -0.7089 | 0.240575 |
9 | -0.102703 | -0.7889 | 0.216672 |
10 | 0.365164 | 2.8049 | 0.003403 |
11 | 0.135194 | 1.0384 | 0.151651 |
12 | -0.617126 | -4.7402 | 7e-06 |
13 | 0.210258 | 1.615 | 0.055821 |
14 | 0.183264 | 1.4077 | 0.082236 |
15 | -0.167875 | -1.2895 | 0.101133 |
16 | 0.041857 | 0.3215 | 0.37448 |
17 | 0.061973 | 0.476 | 0.317907 |
18 | -0.031662 | -0.2432 | 0.404346 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.274454 | -2.1081 | 0.019639 |
2 | -0.476363 | -3.659 | 0.000271 |
3 | -0.197594 | -1.5177 | 0.06721 |
4 | -0.203612 | -1.564 | 0.061586 |
5 | -0.18887 | -1.4507 | 0.076075 |
6 | -0.134915 | -1.0363 | 0.152144 |
7 | -0.097413 | -0.7482 | 0.228643 |
8 | -0.187628 | -1.4412 | 0.077408 |
9 | -0.362758 | -2.7864 | 0.003579 |
10 | 0.100188 | 0.7696 | 0.222317 |
11 | 0.426592 | 3.2767 | 0.000881 |
12 | -0.213395 | -1.6391 | 0.053255 |
13 | 0.092186 | 0.7081 | 0.240838 |
14 | -0.049171 | -0.3777 | 0.353509 |
15 | -0.07942 | -0.61 | 0.272091 |
16 | 0.004638 | 0.0356 | 0.48585 |
17 | -0.027445 | -0.2108 | 0.416882 |
18 | 0.089242 | 0.6855 | 0.247862 |