Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.375256 | -3.1396 | 0.001239 |
2 | -0.334449 | -2.7982 | 0.003316 |
3 | 0.326412 | 2.731 | 0.003992 |
4 | -0.073615 | -0.6159 | 0.269978 |
5 | 0.004154 | 0.0348 | 0.486188 |
6 | -0.091669 | -0.767 | 0.222844 |
7 | -0.003946 | -0.033 | 0.486879 |
8 | -0.042717 | -0.3574 | 0.360937 |
9 | 0.267726 | 2.24 | 0.014135 |
10 | -0.296873 | -2.4838 | 0.007698 |
11 | -0.269919 | -2.2583 | 0.013523 |
12 | 0.778369 | 6.5123 | 0 |
13 | -0.273515 | -2.2884 | 0.012569 |
14 | -0.291649 | -2.4401 | 0.008609 |
15 | 0.278038 | 2.3262 | 0.011454 |
16 | -0.07072 | -0.5917 | 0.277983 |
17 | 0.007343 | 0.0614 | 0.475592 |
18 | -0.065041 | -0.5442 | 0.294026 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.375256 | -3.1396 | 0.001239 |
2 | -0.553161 | -4.6281 | 8e-06 |
3 | -0.127612 | -1.0677 | 0.144667 |
4 | -0.201332 | -1.6845 | 0.048273 |
5 | 0.067533 | 0.565 | 0.286933 |
6 | -0.181693 | -1.5202 | 0.066489 |
7 | -0.129926 | -1.087 | 0.140375 |
8 | -0.425542 | -3.5603 | 0.000335 |
9 | 0.177647 | 1.4863 | 0.070845 |
10 | -0.425448 | -3.5596 | 0.000336 |
11 | -0.702152 | -5.8746 | 0 |
12 | -0.132175 | -1.1059 | 0.136288 |
13 | -0.052015 | -0.4352 | 0.332381 |
14 | 0.06462 | 0.5406 | 0.295233 |
15 | 0.032935 | 0.2756 | 0.391851 |
16 | -0.074848 | -0.6262 | 0.266604 |
17 | -0.101864 | -0.8523 | 0.198488 |
18 | -0.095582 | -0.7997 | 0.213297 |