Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.631799 | -4.3314 | 3.9e-05 |
2 | 0.039068 | 0.2678 | 0.394999 |
3 | 0.354086 | 2.4275 | 0.009544 |
4 | -0.320734 | -2.1988 | 0.016423 |
5 | 0.072656 | 0.4981 | 0.310366 |
6 | 0.166295 | 1.1401 | 0.130018 |
7 | -0.279062 | -1.9132 | 0.030916 |
8 | 0.238515 | 1.6352 | 0.054346 |
9 | -0.13946 | -0.9561 | 0.171959 |
10 | -0.028579 | -0.1959 | 0.422756 |
11 | 0.186545 | 1.2789 | 0.103607 |
12 | -0.217599 | -1.4918 | 0.071219 |
13 | 0.087267 | 0.5983 | 0.276266 |
14 | 0.035553 | 0.2437 | 0.404248 |
15 | -0.009644 | -0.0661 | 0.473783 |
16 | -0.092439 | -0.6337 | 0.264665 |
17 | 0.128913 | 0.8838 | 0.190656 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.631799 | -4.3314 | 3.9e-05 |
2 | -0.599342 | -4.1089 | 7.9e-05 |
3 | 0.038698 | 0.2653 | 0.39597 |
4 | 0.195567 | 1.3407 | 0.093225 |
5 | 0.074813 | 0.5129 | 0.305214 |
6 | 0.0877 | 0.6012 | 0.275284 |
7 | -0.158428 | -1.0861 | 0.141481 |
8 | -0.000779 | -0.0053 | 0.49788 |
9 | -0.126595 | -0.8679 | 0.194931 |
10 | -0.150284 | -1.0303 | 0.154073 |
11 | 0.090392 | 0.6197 | 0.269226 |
12 | 0.091407 | 0.6267 | 0.26696 |
13 | 0.02306 | 0.1581 | 0.43753 |
14 | -0.192093 | -1.3169 | 0.097125 |
15 | 0.135533 | 0.9292 | 0.178776 |
16 | -0.001671 | -0.0115 | 0.495455 |
17 | -0.026549 | -0.182 | 0.428178 |