Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.573662 | -3.9744 | 0.000118 |
2 | 0.078754 | 0.5456 | 0.293925 |
3 | 0.383226 | 2.6551 | 0.005363 |
4 | -0.359099 | -2.4879 | 0.008187 |
5 | 0.144762 | 1.0029 | 0.16046 |
6 | 0.186343 | 1.291 | 0.10144 |
7 | -0.396838 | -2.7494 | 0.004196 |
8 | 0.316491 | 2.1927 | 0.016604 |
9 | -0.109758 | -0.7604 | 0.22536 |
10 | -0.118366 | -0.8201 | 0.208117 |
11 | 0.185412 | 1.2846 | 0.102553 |
12 | -0.133937 | -0.9279 | 0.17904 |
13 | -0.012526 | -0.0868 | 0.465602 |
14 | 0.078066 | 0.5409 | 0.295555 |
15 | -0.000342 | -0.0024 | 0.499059 |
16 | -0.15333 | -1.0623 | 0.146707 |
17 | 0.180483 | 1.2504 | 0.108604 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.573662 | -3.9744 | 0.000118 |
2 | -0.373124 | -2.5851 | 0.006415 |
3 | 0.400367 | 2.7738 | 0.003934 |
4 | 0.246932 | 1.7108 | 0.046788 |
5 | -0.01226 | -0.0849 | 0.466331 |
6 | 0.087986 | 0.6096 | 0.272506 |
7 | -0.255394 | -1.7694 | 0.041588 |
8 | -0.141322 | -0.9791 | 0.166218 |
9 | -0.08511 | -0.5897 | 0.279091 |
10 | 0.081028 | 0.5614 | 0.288576 |
11 | 0.095047 | 0.6585 | 0.25668 |
12 | 0.042075 | 0.2915 | 0.385962 |
13 | -0.01048 | -0.0726 | 0.47121 |
14 | -0.173652 | -1.2031 | 0.117419 |
15 | 0.147617 | 1.0227 | 0.155783 |
16 | -0.130386 | -0.9033 | 0.185428 |
17 | -0.053187 | -0.3685 | 0.357065 |