Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.772511 | -5.8833 | 0 |
2 | 0.339501 | 2.5856 | 0.006129 |
3 | -0.040299 | -0.3069 | 0.380007 |
4 | -0.08021 | -0.6109 | 0.271838 |
5 | 0.085374 | 0.6502 | 0.259069 |
6 | -0.007937 | -0.0604 | 0.476004 |
7 | -0.062442 | -0.4755 | 0.318091 |
8 | 0.027869 | 0.2122 | 0.41633 |
9 | 0.100325 | 0.7641 | 0.223967 |
10 | -0.26886 | -2.0476 | 0.02257 |
11 | 0.420929 | 3.2057 | 0.001096 |
12 | -0.44286 | -3.3727 | 0.000665 |
13 | 0.286139 | 2.1792 | 0.016697 |
14 | -0.094149 | -0.717 | 0.238119 |
15 | 0.012609 | 0.096 | 0.461915 |
16 | -0.004915 | -0.0374 | 0.485135 |
17 | -0.026987 | -0.2055 | 0.418941 |
18 | 0.067081 | 0.5109 | 0.30569 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.772511 | -5.8833 | 0 |
2 | -0.638035 | -4.8591 | 5e-06 |
3 | -0.433263 | -3.2996 | 0.000829 |
4 | -0.382599 | -2.9138 | 0.002532 |
5 | -0.397446 | -3.0269 | 0.001841 |
6 | -0.197542 | -1.5044 | 0.068948 |
7 | 0.014223 | 0.1083 | 0.457058 |
8 | -0.129965 | -0.9898 | 0.163195 |
9 | 0.127612 | 0.9719 | 0.167577 |
10 | -0.309332 | -2.3558 | 0.010942 |
11 | -0.054422 | -0.4145 | 0.340031 |
12 | 0.06721 | 0.5119 | 0.305347 |
13 | 0.037048 | 0.2821 | 0.389418 |
14 | -0.139479 | -1.0622 | 0.146264 |
15 | -0.058403 | -0.4448 | 0.329065 |
16 | 0.040771 | 0.3105 | 0.378645 |
17 | -0.200415 | -1.5263 | 0.066183 |
18 | -0.217038 | -1.6529 | 0.051876 |