Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.565353 | -4.8633 | 3e-06 |
2 | 0.086349 | 0.7428 | 0.229975 |
3 | 0.163876 | 1.4097 | 0.081407 |
4 | -0.242834 | -2.0889 | 0.020076 |
5 | 0.103045 | 0.8864 | 0.189129 |
6 | -0.032838 | -0.2825 | 0.389181 |
7 | 0.0589 | 0.5067 | 0.306943 |
8 | -0.25188 | -2.1668 | 0.016737 |
9 | 0.275178 | 2.3672 | 0.01027 |
10 | -0.096092 | -0.8266 | 0.205557 |
11 | -0.295228 | -2.5396 | 0.006598 |
12 | 0.625846 | 5.3837 | 0 |
13 | -0.435343 | -3.745 | 0.000177 |
14 | 0.173677 | 1.494 | 0.06971 |
15 | 0.086552 | 0.7446 | 0.229451 |
16 | -0.206755 | -1.7786 | 0.039708 |
17 | 0.063955 | 0.5502 | 0.291932 |
18 | 0.070278 | 0.6046 | 0.273664 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.565353 | -4.8633 | 3e-06 |
2 | -0.34286 | -2.9494 | 0.00213 |
3 | 0.059285 | 0.51 | 0.305789 |
4 | -0.104493 | -0.8989 | 0.185816 |
5 | -0.132637 | -1.141 | 0.128777 |
6 | -0.144253 | -1.2409 | 0.10928 |
7 | 0.059511 | 0.5119 | 0.305112 |
8 | -0.342814 | -2.949 | 0.002132 |
9 | -0.113958 | -0.9803 | 0.165065 |
10 | -0.00473 | -0.0407 | 0.483825 |
11 | -0.492498 | -4.2366 | 3.2e-05 |
12 | 0.188888 | 1.6249 | 0.054221 |
13 | 0.139443 | 1.1995 | 0.117074 |
14 | 0.105814 | 0.9103 | 0.182823 |
15 | 0.095627 | 0.8226 | 0.206684 |
16 | 0.014849 | 0.1277 | 0.449352 |
17 | -0.108111 | -0.93 | 0.177697 |
18 | 0.081841 | 0.704 | 0.241815 |