Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.709856 | -4.8665 | 7e-06 |
2 | 0.272078 | 1.8653 | 0.034196 |
3 | -0.030931 | -0.212 | 0.416493 |
4 | -0.066417 | -0.4553 | 0.325483 |
5 | 0.104702 | 0.7178 | 0.238215 |
6 | -0.040225 | -0.2758 | 0.391967 |
7 | -0.083063 | -0.5694 | 0.285882 |
8 | 0.082994 | 0.569 | 0.286041 |
9 | 0.007581 | 0.052 | 0.479385 |
10 | -0.139237 | -0.9546 | 0.172341 |
11 | 0.295943 | 2.0289 | 0.024078 |
12 | -0.404907 | -2.7759 | 0.003939 |
13 | 0.294648 | 2.02 | 0.024552 |
14 | -0.124321 | -0.8523 | 0.199184 |
15 | 0.039602 | 0.2715 | 0.393598 |
16 | -0.011107 | -0.0761 | 0.469813 |
17 | -0.051767 | -0.3549 | 0.362126 |
18 | 0.130726 | 0.8962 | 0.187354 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.709856 | -4.8665 | 7e-06 |
2 | -0.467277 | -3.2035 | 0.00122 |
3 | -0.204355 | -1.401 | 0.083893 |
4 | -0.165782 | -1.1365 | 0.130745 |
5 | -0.023202 | -0.1591 | 0.437149 |
6 | 0.146235 | 1.0025 | 0.160609 |
7 | -0.032389 | -0.222 | 0.412619 |
8 | -0.176275 | -1.2085 | 0.116454 |
9 | -0.050207 | -0.3442 | 0.366115 |
10 | -0.257001 | -1.7619 | 0.042294 |
11 | 0.147017 | 1.0079 | 0.159332 |
12 | -0.090867 | -0.623 | 0.268164 |
13 | -0.230489 | -1.5802 | 0.060389 |
14 | -0.28611 | -1.9615 | 0.027881 |
15 | -0.172408 | -1.182 | 0.121582 |
16 | -0.160402 | -1.0997 | 0.13854 |
17 | -0.277586 | -1.903 | 0.031586 |
18 | -0.023387 | -0.1603 | 0.436654 |