Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.404297 | -3.4543 | 0.000461 |
2 | 0.029681 | 0.2536 | 0.400262 |
3 | -0.043191 | -0.369 | 0.356588 |
4 | 0.029167 | 0.2492 | 0.401951 |
5 | 0.045375 | 0.3877 | 0.34969 |
6 | -0.095516 | -0.8161 | 0.208552 |
7 | 0.00971 | 0.083 | 0.467053 |
8 | 0.052401 | 0.4477 | 0.327842 |
9 | -0.098494 | -0.8415 | 0.201399 |
10 | 0.052083 | 0.445 | 0.328819 |
11 | -0.123162 | -1.0523 | 0.148067 |
12 | 0.211897 | 1.8105 | 0.03717 |
13 | -0.115834 | -0.9897 | 0.162798 |
14 | -0.015835 | -0.1353 | 0.446375 |
15 | -0.034328 | -0.2933 | 0.385062 |
16 | 0.060864 | 0.52 | 0.302312 |
17 | -0.006751 | -0.0577 | 0.477081 |
18 | -0.05679 | -0.4852 | 0.31449 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.404297 | -3.4543 | 0.000461 |
2 | -0.159915 | -1.3663 | 0.088017 |
3 | -0.115225 | -0.9845 | 0.164065 |
4 | -0.039932 | -0.3412 | 0.366975 |
5 | 0.04728 | 0.404 | 0.343712 |
6 | -0.065806 | -0.5623 | 0.287834 |
7 | -0.06452 | -0.5513 | 0.291568 |
8 | 0.025936 | 0.2216 | 0.412624 |
9 | -0.093109 | -0.7955 | 0.214444 |
10 | -0.030299 | -0.2589 | 0.398229 |
11 | -0.145393 | -1.2422 | 0.109062 |
12 | 0.110053 | 0.9403 | 0.175084 |
13 | 0.004245 | 0.0363 | 0.485582 |
14 | -0.045388 | -0.3878 | 0.349649 |
15 | -0.088459 | -0.7558 | 0.226102 |
16 | -0.004197 | -0.0359 | 0.485746 |
17 | -0.015067 | -0.1287 | 0.44896 |
18 | -0.058411 | -0.4991 | 0.309618 |