Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.189104 | -1.5822 | 0.059061 |
2 | -0.191767 | -1.6044 | 0.05656 |
3 | -0.177482 | -1.4849 | 0.071027 |
4 | -0.180145 | -1.5072 | 0.068129 |
5 | -0.182808 | -1.5295 | 0.065326 |
6 | 0.694343 | 5.8093 | 0 |
7 | 0.04453 | 0.3726 | 0.355298 |
8 | -0.173849 | -1.4545 | 0.075135 |
9 | -0.159564 | -1.335 | 0.093099 |
10 | -0.162227 | -1.3573 | 0.089524 |
11 | -0.164891 | -1.3796 | 0.086055 |
12 | 0.388686 | 3.252 | 0.000882 |
13 | 0.278164 | 2.3273 | 0.011424 |
14 | -0.155932 | -1.3046 | 0.098148 |
15 | -0.141647 | -1.1851 | 0.119993 |
16 | -0.14431 | -1.2074 | 0.115674 |
17 | -0.146973 | -1.2297 | 0.11147 |
18 | 0.083029 | 0.6947 | 0.244782 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.189104 | -1.5822 | 0.059061 |
2 | -0.235966 | -1.9742 | 0.026151 |
3 | -0.293147 | -2.4526 | 0.008338 |
4 | -0.417792 | -3.4955 | 0.000413 |
5 | -0.721293 | -6.0348 | 0 |
6 | 0.073064 | 0.6113 | 0.271491 |
7 | 0.099058 | 0.8288 | 0.205024 |
8 | 0.006568 | 0.055 | 0.478165 |
9 | 0.001379 | 0.0115 | 0.495415 |
10 | 0.006672 | 0.0558 | 0.477821 |
11 | 0.028535 | 0.2387 | 0.406001 |
12 | -0.220258 | -1.8428 | 0.034796 |
13 | 0.064367 | 0.5385 | 0.29596 |
14 | -0.002172 | -0.0182 | 0.492778 |
15 | 0.00369 | 0.0309 | 0.487728 |
16 | 0.019674 | 0.1646 | 0.434864 |
17 | 0.040259 | 0.3368 | 0.368625 |
18 | -0.294867 | -2.467 | 0.008037 |