Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.637359 | -4.3695 | 3.4e-05 |
2 | 0.077239 | 0.5295 | 0.299466 |
3 | 0.321147 | 2.2017 | 0.016316 |
4 | -0.326927 | -2.2413 | 0.014884 |
5 | 0.085354 | 0.5852 | 0.28062 |
6 | 0.173699 | 1.1908 | 0.119851 |
7 | -0.29586 | -2.0283 | 0.024108 |
8 | 0.236982 | 1.6247 | 0.055461 |
9 | -0.12252 | -0.84 | 0.202592 |
10 | -0.050625 | -0.3471 | 0.365046 |
11 | 0.199809 | 1.3698 | 0.088626 |
12 | -0.200078 | -1.3717 | 0.08834 |
13 | 0.065096 | 0.4463 | 0.328724 |
14 | 0.023679 | 0.1623 | 0.435869 |
15 | 0.016306 | 0.1118 | 0.455735 |
16 | -0.094427 | -0.6474 | 0.260274 |
17 | 0.107527 | 0.7372 | 0.232341 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.637359 | -4.3695 | 3.4e-05 |
2 | -0.554062 | -3.7985 | 0.000209 |
3 | 0.108181 | 0.7416 | 0.230995 |
4 | 0.185376 | 1.2709 | 0.105014 |
5 | -0.03065 | -0.2101 | 0.417238 |
6 | 0.050935 | 0.3492 | 0.364253 |
7 | -0.107914 | -0.7398 | 0.231543 |
8 | 0.018136 | 0.1243 | 0.450792 |
9 | -0.124234 | -0.8517 | 0.199349 |
10 | -0.163329 | -1.1197 | 0.13426 |
11 | 0.106494 | 0.7301 | 0.234481 |
12 | 0.12345 | 0.8463 | 0.200829 |
13 | 0.022474 | 0.1541 | 0.439105 |
14 | -0.243542 | -1.6696 | 0.05082 |
15 | 0.104368 | 0.7155 | 0.238917 |
16 | 0.054236 | 0.3718 | 0.355849 |
17 | -0.04093 | -0.2806 | 0.390124 |