Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.336203 | -2.5824 | 0.006156 |
2 | -0.240933 | -1.8506 | 0.034615 |
3 | 0.132068 | 1.0144 | 0.15726 |
4 | -0.204044 | -1.5673 | 0.061197 |
5 | 0.142394 | 1.0938 | 0.139255 |
6 | 0.098504 | 0.7566 | 0.226144 |
7 | 0.032109 | 0.2466 | 0.403025 |
8 | -0.068914 | -0.5293 | 0.299279 |
9 | 0.11802 | 0.9065 | 0.184171 |
10 | -0.325682 | -2.5016 | 0.007578 |
11 | -0.097652 | -0.7501 | 0.228093 |
12 | 0.601538 | 4.6205 | 1.1e-05 |
13 | -0.183193 | -1.4071 | 0.082317 |
14 | -0.140815 | -1.0816 | 0.141911 |
15 | -0.029761 | -0.2286 | 0.409986 |
16 | -0.061794 | -0.4746 | 0.318395 |
17 | 0.132756 | 1.0197 | 0.156013 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.336203 | -2.5824 | 0.006156 |
2 | -0.399073 | -3.0653 | 0.001639 |
3 | -0.154792 | -1.189 | 0.119605 |
4 | -0.411488 | -3.1607 | 0.001242 |
5 | -0.197839 | -1.5196 | 0.066972 |
6 | -0.143465 | -1.102 | 0.137473 |
7 | 0.11332 | 0.8704 | 0.193797 |
8 | 0.063376 | 0.4868 | 0.314102 |
9 | 0.439407 | 3.3751 | 0.000655 |
10 | -0.076782 | -0.5898 | 0.278797 |
11 | -0.340083 | -2.6122 | 0.005696 |
12 | 0.223753 | 1.7187 | 0.045458 |
13 | 0.238718 | 1.8336 | 0.035877 |
14 | 0.08134 | 0.6248 | 0.26726 |
15 | -0.171152 | -1.3146 | 0.096858 |
16 | 0.040968 | 0.3147 | 0.377057 |
17 | 0.116396 | 0.8941 | 0.187463 |