Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.202768 | -2.1072 | 0.018706 |
2 | 0.058835 | 0.6114 | 0.271101 |
3 | -0.024975 | -0.2595 | 0.397854 |
4 | 0.133118 | 1.3834 | 0.084697 |
5 | 0.074492 | 0.7741 | 0.22027 |
6 | -0.210335 | -2.1859 | 0.015492 |
7 | 0.037513 | 0.3898 | 0.34871 |
8 | 0.097566 | 1.0139 | 0.15644 |
9 | -0.083826 | -0.8711 | 0.192803 |
10 | -0.032596 | -0.3387 | 0.36773 |
11 | -0.340307 | -3.5366 | 0.000299 |
12 | 0.779765 | 8.1036 | 0 |
13 | -0.246794 | -2.5648 | 0.005849 |
14 | -0.027426 | -0.285 | 0.388086 |
15 | -0.112804 | -1.1723 | 0.121829 |
16 | 0.029624 | 0.3079 | 0.379388 |
17 | -0.010072 | -0.1047 | 0.458415 |
18 | -0.260841 | -2.7107 | 0.003906 |
19 | -0.034401 | -0.3575 | 0.360707 |
20 | 0.02926 | 0.3041 | 0.380825 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.202768 | -2.1072 | 0.018706 |
2 | 0.018479 | 0.192 | 0.424034 |
3 | -0.00993 | -0.1032 | 0.459 |
4 | 0.130592 | 1.3572 | 0.088781 |
5 | 0.134466 | 1.3974 | 0.082577 |
6 | -0.191943 | -1.9947 | 0.024296 |
7 | -0.054 | -0.5612 | 0.287917 |
8 | 0.107052 | 1.1125 | 0.134193 |
9 | -0.078415 | -0.8149 | 0.208457 |
10 | -0.028911 | -0.3005 | 0.382203 |
11 | -0.3478 | -3.6144 | 0.000229 |
12 | 0.765188 | 7.9521 | 0 |
13 | -0.252265 | -2.6216 | 0.005007 |
14 | -0.243951 | -2.5352 | 0.006335 |
15 | -0.167571 | -1.7414 | 0.042226 |
16 | -0.182192 | -1.8934 | 0.030491 |
17 | -0.178801 | -1.8582 | 0.032935 |
18 | 0.011897 | 0.1236 | 0.450917 |
19 | -0.01217 | -0.1265 | 0.449797 |
20 | -0.121156 | -1.2591 | 0.105357 |