Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.362537 | -2.7847 | 0.003595 |
2 | -0.23798 | -1.828 | 0.036306 |
3 | 0.16602 | 1.2752 | 0.103615 |
4 | -0.197008 | -1.5132 | 0.067778 |
5 | 0.124848 | 0.959 | 0.170741 |
6 | 0.093378 | 0.7172 | 0.238025 |
7 | 0.02665 | 0.2047 | 0.419255 |
8 | -0.061875 | -0.4753 | 0.318175 |
9 | 0.062855 | 0.4828 | 0.315512 |
10 | -0.276351 | -2.1227 | 0.018993 |
11 | -0.098726 | -0.7583 | 0.225636 |
12 | 0.575817 | 4.4229 | 2.1e-05 |
13 | -0.193664 | -1.4876 | 0.071096 |
14 | -0.167214 | -1.2844 | 0.102012 |
15 | -0.002451 | -0.0188 | 0.492523 |
16 | -0.054708 | -0.4202 | 0.337925 |
17 | 0.142561 | 1.095 | 0.138977 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.362537 | -2.7847 | 0.003595 |
2 | -0.425314 | -3.2669 | 0.000907 |
3 | -0.156222 | -1.2 | 0.117475 |
4 | -0.399451 | -3.0682 | 0.001625 |
5 | -0.209476 | -1.609 | 0.056476 |
6 | -0.152583 | -1.172 | 0.122952 |
7 | 0.113041 | 0.8683 | 0.194379 |
8 | 0.094449 | 0.7255 | 0.235515 |
9 | 0.366901 | 2.8182 | 0.003281 |
10 | -0.101025 | -0.776 | 0.220429 |
11 | -0.486168 | -3.7343 | 0.000213 |
12 | 0.008593 | 0.066 | 0.4738 |
13 | 0.088639 | 0.6808 | 0.249315 |
14 | 0.046796 | 0.3595 | 0.360271 |
15 | -0.242145 | -1.8599 | 0.03394 |
16 | -0.084232 | -0.647 | 0.26007 |
17 | 0.120288 | 0.9239 | 0.179639 |