Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.132009 | -1.5109 | 0.06661 |
2 | -0.018061 | -0.2067 | 0.418277 |
3 | -0.088301 | -1.0107 | 0.157023 |
4 | 0.17874 | 2.0458 | 0.02139 |
5 | 0.061772 | 0.707 | 0.240406 |
6 | -0.376378 | -4.3078 | 1.6e-05 |
7 | 0.054912 | 0.6285 | 0.265386 |
8 | 0.191681 | 2.1939 | 0.015003 |
9 | -0.095812 | -1.0966 | 0.137411 |
10 | -0.057023 | -0.6527 | 0.257561 |
11 | -0.080566 | -0.9221 | 0.179081 |
12 | 0.699421 | 8.0052 | 0 |
13 | -0.093669 | -1.0721 | 0.142824 |
14 | -0.070188 | -0.8033 | 0.211618 |
15 | -0.125374 | -1.435 | 0.076839 |
16 | 0.110305 | 1.2625 | 0.104506 |
17 | 0.040008 | 0.4579 | 0.323885 |
18 | -0.409232 | -4.6839 | 3e-06 |
19 | 0.027687 | 0.3169 | 0.375914 |
20 | 0.166236 | 1.9027 | 0.02964 |
21 | -0.155519 | -1.78 | 0.038697 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.132009 | -1.5109 | 0.06661 |
2 | -0.036116 | -0.4134 | 0.340005 |
3 | -0.09736 | -1.1143 | 0.133587 |
4 | 0.157005 | 1.797 | 0.03732 |
5 | 0.105273 | 1.2049 | 0.115207 |
6 | -0.374282 | -4.2839 | 1.8e-05 |
7 | -0.003107 | -0.0356 | 0.485845 |
8 | 0.228269 | 2.6127 | 0.005017 |
9 | -0.193032 | -2.2094 | 0.014444 |
10 | 0.031967 | 0.3659 | 0.357522 |
11 | 0.03448 | 0.3946 | 0.346877 |
12 | 0.603027 | 6.902 | 0 |
13 | 0.070345 | 0.8051 | 0.211099 |
14 | -0.069863 | -0.7996 | 0.212689 |
15 | -0.165733 | -1.8969 | 0.030022 |
16 | -0.149046 | -1.7059 | 0.045197 |
17 | -0.00066 | -0.0076 | 0.496992 |
18 | -0.139053 | -1.5915 | 0.05695 |
19 | -0.07137 | -0.8169 | 0.207744 |
20 | 0.031861 | 0.3647 | 0.357976 |
21 | -0.182556 | -2.0894 | 0.019301 |