Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.01783 | 0.1644 | 0.434908 |
2 | -0.335341 | -3.0917 | 0.001346 |
3 | 0.099014 | 0.9129 | 0.181948 |
4 | -0.222914 | -2.0552 | 0.021466 |
5 | -0.098587 | -0.9089 | 0.182978 |
6 | 0.422431 | 3.8946 | 9.8e-05 |
7 | -0.07947 | -0.7327 | 0.232887 |
8 | -0.21229 | -1.9572 | 0.026802 |
9 | 0.094574 | 0.8719 | 0.192852 |
10 | -0.329475 | -3.0376 | 0.001583 |
11 | 0.068597 | 0.6324 | 0.264402 |
12 | 0.728048 | 6.7123 | 0 |
13 | -0.012206 | -0.1125 | 0.455333 |
14 | -0.358215 | -3.3026 | 0.000701 |
15 | 0.021884 | 0.2018 | 0.420292 |
16 | -0.210564 | -1.9413 | 0.027767 |
17 | -0.103158 | -0.9511 | 0.172134 |
18 | 0.324135 | 2.9884 | 0.001833 |
19 | -0.077199 | -0.7117 | 0.239287 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.01783 | 0.1644 | 0.434908 |
2 | -0.335766 | -3.0956 | 0.00133 |
3 | 0.127385 | 1.1744 | 0.121751 |
4 | -0.395825 | -3.6493 | 0.000226 |
5 | 0.044755 | 0.4126 | 0.340462 |
6 | 0.239861 | 2.2114 | 0.014846 |
7 | -0.16155 | -1.4894 | 0.07004 |
8 | 0.009437 | 0.087 | 0.465436 |
9 | -0.082962 | -0.7649 | 0.223232 |
10 | -0.338538 | -3.1212 | 0.001231 |
11 | 0.29898 | 2.7565 | 0.003575 |
12 | 0.503369 | 4.6408 | 6e-06 |
13 | 0.071682 | 0.6609 | 0.255239 |
14 | -0.186118 | -1.7159 | 0.04491 |
15 | -0.16146 | -1.4886 | 0.070149 |
16 | 0.004167 | 0.0384 | 0.484721 |
17 | -0.091622 | -0.8447 | 0.200321 |
18 | -0.157749 | -1.4544 | 0.074762 |
19 | -0.091236 | -0.8412 | 0.20131 |