Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.370104 | -2.8428 | 0.003067 |
2 | -0.169242 | -1.3 | 0.099334 |
3 | 0.299058 | 2.2971 | 0.012589 |
4 | -0.11854 | -0.9105 | 0.183125 |
5 | -0.097728 | -0.7507 | 0.22792 |
6 | 0.306942 | 2.3577 | 0.010863 |
7 | -0.246401 | -1.8926 | 0.031657 |
8 | 0.054437 | 0.4181 | 0.338681 |
9 | 0.069797 | 0.5361 | 0.296946 |
10 | -0.217431 | -1.6701 | 0.050096 |
11 | -0.133851 | -1.0281 | 0.154044 |
12 | 0.40039 | 3.0755 | 0.001591 |
13 | -0.213967 | -1.6435 | 0.052798 |
14 | -0.097081 | -0.7457 | 0.229406 |
15 | 0.037829 | 0.2906 | 0.386198 |
16 | -0.019703 | -0.1513 | 0.44011 |
17 | -0.063246 | -0.4858 | 0.314455 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.370104 | -2.8428 | 0.003067 |
2 | -0.354821 | -2.7254 | 0.00422 |
3 | 0.10986 | 0.8438 | 0.201082 |
4 | 0.013001 | 0.0999 | 0.460395 |
5 | -0.05344 | -0.4105 | 0.341469 |
6 | 0.236395 | 1.8158 | 0.037243 |
7 | -0.067086 | -0.5153 | 0.304135 |
8 | 0.069375 | 0.5329 | 0.29806 |
9 | -0.061425 | -0.4718 | 0.319399 |
10 | -0.195446 | -1.5012 | 0.069312 |
11 | -0.409989 | -3.1492 | 0.001285 |
12 | 0.11973 | 0.9197 | 0.180746 |
13 | 0.101022 | 0.776 | 0.220434 |
14 | 0.029133 | 0.2238 | 0.411854 |
15 | -0.190442 | -1.4628 | 0.074413 |
16 | -0.051233 | -0.3935 | 0.347675 |
17 | -0.039836 | -0.306 | 0.380345 |