Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.649612 | -5.5121 | 0 |
2 | 0.202061 | 1.7145 | 0.045365 |
3 | -0.009466 | -0.0803 | 0.468104 |
4 | -0.073787 | -0.6261 | 0.266614 |
5 | 0.036971 | 0.3137 | 0.377325 |
6 | 0.02904 | 0.2464 | 0.403031 |
7 | -0.025003 | -0.2122 | 0.416291 |
8 | -0.012847 | -0.109 | 0.456749 |
9 | 0.023528 | 0.1996 | 0.421163 |
10 | -0.042527 | -0.3609 | 0.359634 |
11 | 0.142019 | 1.2051 | 0.116061 |
12 | -0.217793 | -1.848 | 0.034352 |
13 | 0.131464 | 1.1155 | 0.13417 |
14 | 0.0254 | 0.2155 | 0.414982 |
15 | -0.062882 | -0.5336 | 0.297642 |
16 | 0.042909 | 0.3641 | 0.358426 |
17 | -0.082671 | -0.7015 | 0.242631 |
18 | 0.116777 | 0.9909 | 0.16253 |
19 | -0.09338 | -0.7924 | 0.215379 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.649612 | -5.5121 | 0 |
2 | -0.380507 | -3.2287 | 0.000937 |
3 | -0.152616 | -1.295 | 0.09973 |
4 | -0.160367 | -1.3608 | 0.088917 |
5 | -0.17724 | -1.5039 | 0.068486 |
6 | -0.073658 | -0.625 | 0.266972 |
7 | -0.007847 | -0.0666 | 0.473549 |
8 | -0.047705 | -0.4048 | 0.343416 |
9 | -0.043469 | -0.3688 | 0.356664 |
10 | -0.080135 | -0.68 | 0.249353 |
11 | 0.170049 | 1.4429 | 0.07669 |
12 | -0.029884 | -0.2536 | 0.400274 |
13 | -0.121272 | -1.029 | 0.153457 |
14 | 0.056422 | 0.4788 | 0.316782 |
15 | 0.120201 | 1.0199 | 0.155586 |
16 | 0.065452 | 0.5554 | 0.290179 |
17 | -0.136052 | -1.1544 | 0.126069 |
18 | 0.038446 | 0.3262 | 0.3726 |
19 | 0.072783 | 0.6176 | 0.269398 |