Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.185916 | -1.5666 | 0.060833 |
2 | -0.188498 | -1.5883 | 0.058329 |
3 | -0.191081 | -1.6101 | 0.05591 |
4 | -0.176996 | -1.4914 | 0.070144 |
5 | -0.179578 | -1.5132 | 0.06734 |
6 | 0.695113 | 5.8571 | 0 |
7 | 0.047076 | 0.3967 | 0.3464 |
8 | -0.170658 | -1.438 | 0.077415 |
9 | -0.17324 | -1.4597 | 0.074385 |
10 | -0.159155 | -1.3411 | 0.092087 |
11 | -0.161737 | -1.3628 | 0.088622 |
12 | 0.390226 | 3.2881 | 0.000785 |
13 | 0.280068 | 2.3599 | 0.010516 |
14 | -0.152817 | -1.2877 | 0.101023 |
15 | -0.1554 | -1.3094 | 0.097307 |
16 | -0.141315 | -1.1907 | 0.118861 |
17 | -0.143897 | -1.2125 | 0.114671 |
18 | 0.08534 | 0.7191 | 0.237224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.185915 | -1.5666 | 0.060833 |
2 | -0.231048 | -1.9468 | 0.027755 |
3 | -0.303291 | -2.5556 | 0.006372 |
4 | -0.418327 | -3.5249 | 0.000373 |
5 | -0.722877 | -6.0911 | 0 |
6 | 0.067692 | 0.5704 | 0.285109 |
7 | 0.094712 | 0.7981 | 0.213748 |
8 | 0.002482 | 0.0209 | 0.491686 |
9 | -0.006474 | -0.0545 | 0.478325 |
10 | 0.0027 | 0.0227 | 0.490957 |
11 | 0.023593 | 0.1988 | 0.421493 |
12 | -0.22621 | -1.9061 | 0.030344 |
13 | 0.057445 | 0.484 | 0.314925 |
14 | -0.008434 | -0.0711 | 0.471771 |
15 | -0.009 | -0.0758 | 0.46988 |
16 | 0.013746 | 0.1158 | 0.454057 |
17 | 0.032463 | 0.2735 | 0.392617 |
18 | -0.304347 | -2.5645 | 0.006225 |