Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.304786 | -2.3609 | 0.01075 |
2 | -0.3005 | -2.3277 | 0.01166 |
3 | 0.128536 | 0.9956 | 0.161713 |
4 | 0.087461 | 0.6775 | 0.250355 |
5 | -0.082458 | -0.6387 | 0.26272 |
6 | 0.176328 | 1.3658 | 0.088545 |
7 | -0.296479 | -2.2965 | 0.012577 |
8 | 0.225164 | 1.7441 | 0.04313 |
9 | 0.000873 | 0.0068 | 0.497313 |
10 | -0.290895 | -2.2533 | 0.013955 |
11 | -0.079252 | -0.6139 | 0.270806 |
12 | 0.524362 | 4.0617 | 7.2e-05 |
13 | -0.172532 | -1.3364 | 0.093227 |
14 | -0.195589 | -1.515 | 0.067508 |
15 | -0.017257 | -0.1337 | 0.447055 |
16 | 0.187292 | 1.4508 | 0.076028 |
17 | -0.088249 | -0.6836 | 0.248437 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.304786 | -2.3609 | 0.01075 |
2 | -0.433681 | -3.3593 | 0.000681 |
3 | -0.183235 | -1.4193 | 0.080488 |
4 | -0.079222 | -0.6137 | 0.270883 |
5 | -0.079536 | -0.6161 | 0.270085 |
6 | 0.221707 | 1.7173 | 0.045538 |
7 | -0.228641 | -1.771 | 0.040816 |
8 | 0.220205 | 1.7057 | 0.046618 |
9 | -0.058993 | -0.457 | 0.324676 |
10 | -0.282309 | -2.1868 | 0.016335 |
11 | -0.440825 | -3.4146 | 0.000575 |
12 | 0.157313 | 1.2185 | 0.113894 |
13 | 0.180275 | 1.3964 | 0.083869 |
14 | 0.032811 | 0.2541 | 0.400124 |
15 | -0.030045 | -0.2327 | 0.408384 |
16 | 0.081265 | 0.6295 | 0.265713 |
17 | -0.16288 | -1.2617 | 0.105976 |