Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.29901 | -2.5195 | 0.007002 |
2 | -0.125252 | -1.0554 | 0.147412 |
3 | 0.14109 | 1.1888 | 0.11923 |
4 | -0.134876 | -1.1365 | 0.129788 |
5 | 0.039215 | 0.3304 | 0.371025 |
6 | -0.092414 | -0.7787 | 0.219375 |
7 | -0.070657 | -0.5954 | 0.276744 |
8 | -0.027595 | -0.2325 | 0.408401 |
9 | 0.081689 | 0.6883 | 0.246746 |
10 | -0.124057 | -1.0453 | 0.14971 |
11 | -0.220857 | -1.861 | 0.033444 |
12 | 0.694259 | 5.8499 | 0 |
13 | -0.198323 | -1.6711 | 0.049552 |
14 | -0.098196 | -0.8274 | 0.205388 |
15 | 0.131515 | 1.1082 | 0.135766 |
16 | -0.173331 | -1.4605 | 0.07428 |
17 | 0.064948 | 0.5473 | 0.292959 |
18 | -0.061006 | -0.514 | 0.304408 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.29901 | -2.5195 | 0.007002 |
2 | -0.235736 | -1.9863 | 0.025428 |
3 | 0.028283 | 0.2383 | 0.406162 |
4 | -0.120382 | -1.0144 | 0.156929 |
5 | -0.013668 | -0.1152 | 0.454318 |
6 | -0.152886 | -1.2882 | 0.100922 |
7 | -0.154438 | -1.3013 | 0.098678 |
8 | -0.196303 | -1.6541 | 0.051263 |
9 | -0.02271 | -0.1914 | 0.424396 |
10 | -0.196904 | -1.6591 | 0.050749 |
11 | -0.448937 | -3.7828 | 0.00016 |
12 | 0.520609 | 4.3867 | 2e-05 |
13 | 0.138832 | 1.1698 | 0.122993 |
14 | 0.041534 | 0.35 | 0.363696 |
15 | -0.041634 | -0.3508 | 0.363384 |
16 | -0.060008 | -0.5056 | 0.307339 |
17 | -0.121125 | -1.0206 | 0.15545 |
18 | -0.059157 | -0.4985 | 0.30985 |