Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.383634 | -2.9716 | 0.002129 |
2 | -0.217114 | -1.6818 | 0.048907 |
3 | 0.341651 | 2.6464 | 0.005187 |
4 | -0.170056 | -1.3172 | 0.096382 |
5 | -0.096885 | -0.7505 | 0.227953 |
6 | 0.267723 | 2.0738 | 0.0212 |
7 | -0.217538 | -1.685 | 0.048588 |
8 | -0.001218 | -0.0094 | 0.496252 |
9 | 0.17685 | 1.3699 | 0.087916 |
10 | -0.249235 | -1.9306 | 0.029133 |
11 | -0.114883 | -0.8899 | 0.188542 |
12 | 0.461002 | 3.5709 | 0.000354 |
13 | -0.240321 | -1.8615 | 0.033786 |
14 | -0.117076 | -0.9069 | 0.184052 |
15 | 0.125239 | 0.9701 | 0.167946 |
16 | -0.032188 | -0.2493 | 0.401981 |
17 | -0.039003 | -0.3021 | 0.381803 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.383634 | -2.9716 | 0.002129 |
2 | -0.427156 | -3.3087 | 0.000794 |
3 | 0.084491 | 0.6545 | 0.257658 |
4 | -0.065894 | -0.5104 | 0.305817 |
5 | -0.084804 | -0.6569 | 0.256881 |
6 | 0.128778 | 0.9975 | 0.161262 |
7 | -0.080079 | -0.6203 | 0.268707 |
8 | -0.009895 | -0.0766 | 0.46958 |
9 | 0.036105 | 0.2797 | 0.390346 |
10 | -0.145956 | -1.1306 | 0.131368 |
11 | -0.327671 | -2.5381 | 0.006879 |
12 | 0.221238 | 1.7137 | 0.045873 |
13 | 0.111708 | 0.8653 | 0.195165 |
14 | 0.007427 | 0.0575 | 0.477156 |
15 | -0.225626 | -1.7477 | 0.042816 |
16 | 0.008197 | 0.0635 | 0.474792 |
17 | 0.026231 | 0.2032 | 0.41984 |