Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.785794 | -5.3295 | 1e-06 |
2 | 0.375565 | 2.5472 | 0.007134 |
3 | -0.081684 | -0.554 | 0.291129 |
4 | -0.054938 | -0.3726 | 0.355575 |
5 | 0.084704 | 0.5745 | 0.284218 |
6 | -0.018339 | -0.1244 | 0.450779 |
7 | -0.067032 | -0.4546 | 0.325755 |
8 | 0.066833 | 0.4533 | 0.326237 |
9 | 0.024828 | 0.1684 | 0.433508 |
10 | -0.168234 | -1.141 | 0.129883 |
11 | 0.328034 | 2.2248 | 0.015519 |
12 | -0.40751 | -2.7639 | 0.004094 |
13 | 0.325264 | 2.206 | 0.016207 |
14 | -0.170012 | -1.1531 | 0.127418 |
15 | 0.066981 | 0.4543 | 0.325879 |
16 | -0.010488 | -0.0711 | 0.471801 |
17 | -0.056387 | -0.3824 | 0.351951 |
18 | 0.099121 | 0.6723 | 0.252388 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.785794 | -5.3295 | 1e-06 |
2 | -0.632389 | -4.2891 | 4.6e-05 |
3 | -0.42198 | -2.862 | 0.003158 |
4 | -0.383267 | -2.5994 | 0.006255 |
5 | -0.382489 | -2.5942 | 0.006339 |
6 | -0.116425 | -0.7896 | 0.216897 |
7 | 0.057845 | 0.3923 | 0.348316 |
8 | -0.038676 | -0.2623 | 0.397126 |
9 | 0.142689 | 0.9678 | 0.169111 |
10 | -0.23596 | -1.6004 | 0.058183 |
11 | 0.051002 | 0.3459 | 0.365492 |
12 | 0.097978 | 0.6645 | 0.254838 |
13 | 0.025693 | 0.1743 | 0.431213 |
14 | -0.149979 | -1.0172 | 0.157188 |
15 | -0.138805 | -0.9414 | 0.175703 |
16 | -0.040164 | -0.2724 | 0.393263 |
17 | -0.246984 | -1.6751 | 0.050348 |
18 | -0.222953 | -1.5121 | 0.068669 |