Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.44346 | -3.0402 | 0.001928 |
2 | -0.100928 | -0.6919 | 0.246194 |
3 | -0.044245 | -0.3033 | 0.38149 |
4 | 0.217899 | 1.4938 | 0.07095 |
5 | -0.191975 | -1.3161 | 0.097259 |
6 | 0.120685 | 0.8274 | 0.206104 |
7 | 0.013405 | 0.0919 | 0.463585 |
8 | -0.166774 | -1.1433 | 0.129343 |
9 | 0.185856 | 1.2742 | 0.104435 |
10 | -0.120706 | -0.8275 | 0.206062 |
11 | 0.100014 | 0.6857 | 0.248148 |
12 | -0.116674 | -0.7999 | 0.213903 |
13 | 0.031636 | 0.2169 | 0.414618 |
14 | 0.020025 | 0.1373 | 0.445697 |
15 | 0.074991 | 0.5141 | 0.30479 |
16 | -0.119328 | -0.8181 | 0.208723 |
17 | 0.048616 | 0.3333 | 0.370197 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.44346 | -3.0402 | 0.001928 |
2 | -0.370433 | -2.5396 | 0.007233 |
3 | -0.389339 | -2.6692 | 0.005203 |
4 | -0.083828 | -0.5747 | 0.284118 |
5 | -0.227697 | -1.561 | 0.062615 |
6 | -0.039563 | -0.2712 | 0.393701 |
7 | 0.078035 | 0.535 | 0.297593 |
8 | -0.181595 | -1.245 | 0.109661 |
9 | 0.112757 | 0.773 | 0.221689 |
10 | -0.121639 | -0.8339 | 0.204273 |
11 | 0.04588 | 0.3145 | 0.377253 |
12 | -0.021121 | -0.1448 | 0.442744 |
13 | -0.196314 | -1.3459 | 0.092402 |
14 | 0.012475 | 0.0855 | 0.466103 |
15 | -0.020338 | -0.1394 | 0.444854 |
16 | -0.058469 | -0.4008 | 0.345177 |
17 | 0.073686 | 0.5052 | 0.307902 |