Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.575952 | -5.2787 | 1e-06 |
2 | 0.126011 | 1.1549 | 0.1257 |
3 | -0.088392 | -0.8101 | 0.21008 |
4 | 0.082692 | 0.7579 | 0.225321 |
5 | 0.080804 | 0.7406 | 0.230506 |
6 | -0.200483 | -1.8375 | 0.034839 |
7 | 0.077731 | 0.7124 | 0.23909 |
8 | 0.088771 | 0.8136 | 0.209088 |
9 | -0.089033 | -0.816 | 0.208403 |
10 | 0.156474 | 1.4341 | 0.077626 |
11 | -0.579842 | -5.3143 | 0 |
12 | 0.847317 | 7.7658 | 0 |
13 | -0.48905 | -4.4822 | 1.2e-05 |
14 | 0.114367 | 1.0482 | 0.148778 |
15 | -0.091766 | -0.841 | 0.201355 |
16 | 0.076522 | 0.7013 | 0.242515 |
17 | 0.073492 | 0.6736 | 0.25122 |
18 | -0.182855 | -1.6759 | 0.048739 |
19 | 0.074821 | 0.6857 | 0.247381 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.575952 | -5.2787 | 1e-06 |
2 | -0.307819 | -2.8212 | 0.002985 |
3 | -0.282273 | -2.5871 | 0.005701 |
4 | -0.15907 | -1.4579 | 0.074299 |
5 | 0.113259 | 1.038 | 0.151117 |
6 | -0.079368 | -0.7274 | 0.234497 |
7 | -0.14721 | -1.3492 | 0.090449 |
8 | 0.053079 | 0.4865 | 0.313947 |
9 | -0.013233 | -0.1213 | 0.451879 |
10 | 0.236041 | 2.1633 | 0.016678 |
11 | -0.646527 | -5.9255 | 0 |
12 | 0.476852 | 4.3704 | 1.8e-05 |
13 | 0.086729 | 0.7949 | 0.214459 |
14 | 0.023011 | 0.2109 | 0.416737 |
15 | -0.030922 | -0.2834 | 0.388781 |
16 | -0.025126 | -0.2303 | 0.409217 |
17 | -0.089278 | -0.8182 | 0.207765 |
18 | -0.020025 | -0.1835 | 0.427413 |
19 | 0.022778 | 0.2088 | 0.417569 |