Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.555782 | -4.269 | 3.6e-05 |
2 | 0.090877 | 0.698 | 0.243948 |
3 | 0.030392 | 0.2334 | 0.408113 |
4 | 0.071985 | 0.5529 | 0.2912 |
5 | -0.267752 | -2.0566 | 0.022076 |
6 | 0.377524 | 2.8998 | 0.002619 |
7 | -0.336608 | -2.5855 | 0.006106 |
8 | 0.221844 | 1.704 | 0.04682 |
9 | -0.036173 | -0.2778 | 0.39105 |
10 | -0.024913 | -0.1914 | 0.424451 |
11 | -0.03824 | -0.2937 | 0.385 |
12 | 0.27183 | 2.088 | 0.020563 |
13 | -0.387956 | -2.9799 | 0.002091 |
14 | 0.262011 | 2.0125 | 0.024367 |
15 | -0.154243 | -1.1848 | 0.12043 |
16 | 0.082879 | 0.6366 | 0.263423 |
17 | 0.047448 | 0.3645 | 0.358411 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.555782 | -4.269 | 3.6e-05 |
2 | -0.315461 | -2.4231 | 0.009238 |
3 | -0.126131 | -0.9688 | 0.168292 |
4 | 0.101826 | 0.7821 | 0.218629 |
5 | -0.232862 | -1.7886 | 0.039403 |
6 | 0.156077 | 1.1988 | 0.11769 |
7 | -0.116121 | -0.8919 | 0.188024 |
8 | 0.074822 | 0.5747 | 0.283834 |
9 | 0.127281 | 0.9777 | 0.166117 |
10 | 0.012013 | 0.0923 | 0.463397 |
11 | 0.056968 | 0.4376 | 0.331645 |
12 | 0.261347 | 2.0074 | 0.024645 |
13 | -0.025926 | -0.1991 | 0.421419 |
14 | 0.019054 | 0.1464 | 0.442071 |
15 | -0.15862 | -1.2184 | 0.113964 |
16 | -0.029154 | -0.2239 | 0.411791 |
17 | 0.210558 | 1.6173 | 0.055571 |