Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.552421 | -5.0024 | 2e-06 |
2 | 0.09587 | 0.8681 | 0.193925 |
3 | -0.07985 | -0.7231 | 0.235846 |
4 | 0.142357 | 1.2891 | 0.100495 |
5 | -0.158806 | -1.4381 | 0.077113 |
6 | -0.001953 | -0.0177 | 0.492966 |
7 | 0.167402 | 1.5159 | 0.066696 |
8 | -0.202822 | -1.8366 | 0.034944 |
9 | 0.139564 | 1.2638 | 0.10494 |
10 | 0.037016 | 0.3352 | 0.369166 |
11 | 0.056532 | 0.5119 | 0.305041 |
12 | -0.308132 | -2.7903 | 0.003274 |
13 | 0.1328 | 1.2026 | 0.116305 |
14 | 0.118798 | 1.0758 | 0.142594 |
15 | -0.120941 | -1.0952 | 0.138326 |
16 | 0.063067 | 0.5711 | 0.284748 |
17 | 0.035743 | 0.3237 | 0.373506 |
18 | -0.044799 | -0.4057 | 0.34302 |
19 | 0.007775 | 0.0704 | 0.472021 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.552421 | -5.0024 | 2e-06 |
2 | -0.301221 | -2.7277 | 0.0039 |
3 | -0.280692 | -2.5418 | 0.006456 |
4 | -0.049194 | -0.4455 | 0.328578 |
5 | -0.139668 | -1.2647 | 0.104772 |
6 | -0.253439 | -2.295 | 0.012145 |
7 | 0.013724 | 0.1243 | 0.450701 |
8 | -0.1726 | -1.563 | 0.060957 |
9 | -0.061174 | -0.554 | 0.29056 |
10 | 0.147059 | 1.3317 | 0.093328 |
11 | 0.287262 | 2.6013 | 0.005508 |
12 | -0.083066 | -0.7522 | 0.227044 |
13 | -0.28193 | -2.553 | 0.006267 |
14 | -0.061804 | -0.5597 | 0.28862 |
15 | -0.012666 | -0.1147 | 0.454483 |
16 | 0.078652 | 0.7122 | 0.239174 |
17 | 0.121943 | 1.1042 | 0.13636 |
18 | -0.02984 | -0.2702 | 0.393839 |
19 | 0.068517 | 0.6205 | 0.26834 |