Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.665978 | -4.5169 | 2.2e-05 |
2 | 0.234251 | 1.5888 | 0.059482 |
3 | -0.081335 | -0.5516 | 0.291932 |
4 | 0.050805 | 0.3446 | 0.365992 |
5 | -0.015595 | -0.1058 | 0.458112 |
6 | -0.03046 | -0.2066 | 0.418621 |
7 | 0.00256 | 0.0174 | 0.493112 |
8 | 0.069417 | 0.4708 | 0.320001 |
9 | -0.051192 | -0.3472 | 0.365012 |
10 | -0.144577 | -0.9806 | 0.165967 |
11 | 0.427953 | 2.9025 | 0.002833 |
12 | -0.443988 | -3.0113 | 0.002108 |
13 | 0.16377 | 1.1107 | 0.136226 |
14 | 0.041675 | 0.2827 | 0.389356 |
15 | -0.086173 | -0.5845 | 0.280886 |
16 | 0.125561 | 0.8516 | 0.199426 |
17 | -0.190712 | -1.2935 | 0.101153 |
18 | 0.171633 | 1.1641 | 0.125198 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.665978 | -4.5169 | 2.2e-05 |
2 | -0.376074 | -2.5507 | 0.007072 |
3 | -0.245131 | -1.6626 | 0.051601 |
4 | -0.119725 | -0.812 | 0.210483 |
5 | -0.026196 | -0.1777 | 0.429881 |
6 | -0.059367 | -0.4026 | 0.344536 |
7 | -0.121381 | -0.8232 | 0.207307 |
8 | 0.011067 | 0.0751 | 0.470247 |
9 | 0.077853 | 0.528 | 0.300011 |
10 | -0.290394 | -1.9695 | 0.027465 |
11 | 0.32072 | 2.1752 | 0.017395 |
12 | 0.170592 | 1.157 | 0.126621 |
13 | -0.203569 | -1.3807 | 0.087026 |
14 | 0.019114 | 0.1296 | 0.448709 |
15 | -0.061242 | -0.4154 | 0.339903 |
16 | 0.057718 | 0.3915 | 0.348632 |
17 | -0.044565 | -0.3023 | 0.381911 |
18 | -0.013302 | -0.0902 | 0.464253 |