Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.565464 | -5.5115 | 0 |
2 | 0.089883 | 0.8761 | 0.1916 |
3 | -0.0403 | -0.3928 | 0.347675 |
4 | 0.021286 | 0.2075 | 0.418043 |
5 | 0.189179 | 1.8439 | 0.034158 |
6 | -0.345241 | -3.365 | 0.000553 |
7 | 0.159426 | 1.5539 | 0.061768 |
8 | 0.073956 | 0.7208 | 0.236392 |
9 | -0.084981 | -0.8283 | 0.20479 |
10 | 0.1154 | 1.1248 | 0.131758 |
11 | -0.480761 | -4.6859 | 5e-06 |
12 | 0.760116 | 7.4087 | 0 |
13 | -0.461406 | -4.4972 | 1e-05 |
14 | 0.088608 | 0.8636 | 0.19498 |
15 | -0.055303 | -0.539 | 0.295564 |
16 | 0.034196 | 0.3333 | 0.369822 |
17 | 0.171656 | 1.6731 | 0.048799 |
18 | -0.2872 | -2.7993 | 0.003102 |
19 | 0.11113 | 1.0832 | 0.140739 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.565464 | -5.5115 | 0 |
2 | -0.337914 | -3.2936 | 0.000695 |
3 | -0.271132 | -2.6427 | 0.00481 |
4 | -0.21029 | -2.0497 | 0.021577 |
5 | 0.193877 | 1.8897 | 0.030925 |
6 | -0.135918 | -1.3248 | 0.094213 |
7 | -0.201613 | -1.9651 | 0.026163 |
8 | 0.016667 | 0.1625 | 0.435648 |
9 | -0.035355 | -0.3446 | 0.36558 |
10 | 0.146179 | 1.4248 | 0.078749 |
11 | -0.545759 | -5.3194 | 0 |
12 | 0.351826 | 3.4292 | 0.000449 |
13 | 0.074968 | 0.7307 | 0.233381 |
14 | 0.07298 | 0.7113 | 0.239313 |
15 | -0.113179 | -1.1031 | 0.136378 |
16 | 0.004471 | 0.0436 | 0.482668 |
17 | -0.052256 | -0.5093 | 0.305852 |
18 | 0.062229 | 0.6065 | 0.272804 |
19 | -0.013614 | -0.1327 | 0.447358 |