Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.247657 | 2.2563 | 0.013342 |
2 | -0.328247 | -2.9905 | 0.001833 |
3 | -0.354678 | -3.2313 | 0.000884 |
4 | -0.164047 | -1.4945 | 0.069413 |
5 | 0.02849 | 0.2596 | 0.397924 |
6 | 0.17134 | 1.561 | 0.061166 |
7 | 0.057033 | 0.5196 | 0.302365 |
8 | -0.13292 | -1.211 | 0.114673 |
9 | -0.306525 | -2.7926 | 0.003245 |
10 | -0.306145 | -2.7891 | 0.003276 |
11 | 0.203207 | 1.8513 | 0.033841 |
12 | 0.80262 | 7.3122 | 0 |
13 | 0.240939 | 2.1951 | 0.015476 |
14 | -0.306103 | -2.7887 | 0.00328 |
15 | -0.285064 | -2.5971 | 0.00556 |
16 | -0.149514 | -1.3621 | 0.08842 |
17 | 0.035501 | 0.3234 | 0.373591 |
18 | 0.130713 | 1.1909 | 0.118553 |
19 | 0.052215 | 0.4757 | 0.317769 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.247657 | 2.2563 | 0.013342 |
2 | -0.415037 | -3.7812 | 0.000147 |
3 | -0.176143 | -1.6047 | 0.056174 |
4 | -0.183341 | -1.6703 | 0.049312 |
5 | -0.103523 | -0.9431 | 0.174173 |
6 | 0.011364 | 0.1035 | 0.458895 |
7 | -0.12359 | -1.126 | 0.131714 |
8 | -0.149935 | -1.366 | 0.087819 |
9 | -0.352967 | -3.2157 | 0.000928 |
10 | -0.486657 | -4.4337 | 1.4e-05 |
11 | -0.099479 | -0.9063 | 0.183701 |
12 | 0.581597 | 5.2986 | 0 |
13 | -0.137519 | -1.2529 | 0.106888 |
14 | -0.036188 | -0.3297 | 0.371233 |
15 | 0.188745 | 1.7196 | 0.04462 |
16 | -0.024728 | -0.2253 | 0.411157 |
17 | 0.081005 | 0.738 | 0.231302 |
18 | -0.086655 | -0.7895 | 0.216046 |
19 | -0.033381 | -0.3041 | 0.3809 |