Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.317498 | -2.1997 | 0.016339 |
2 | 0.23709 | 1.6426 | 0.0535 |
3 | 0.073833 | 0.5115 | 0.305662 |
4 | -0.0085 | -0.0589 | 0.476642 |
5 | 0.087561 | 0.6066 | 0.273473 |
6 | -0.094228 | -0.6528 | 0.258489 |
7 | -0.167911 | -1.1633 | 0.125224 |
8 | -0.021706 | -0.1504 | 0.440547 |
9 | -0.105651 | -0.732 | 0.233873 |
10 | -0.199022 | -1.3789 | 0.087165 |
11 | 0.074402 | 0.5155 | 0.304295 |
12 | -0.439446 | -3.0446 | 0.001888 |
13 | 0.1164 | 0.8064 | 0.211982 |
14 | -0.10566 | -0.732 | 0.233854 |
15 | 0.001204 | 0.0083 | 0.49669 |
16 | 0.004919 | 0.0341 | 0.486477 |
17 | 0.034048 | 0.2359 | 0.40726 |
18 | 0.203636 | 1.4108 | 0.082372 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.317498 | -2.1997 | 0.016339 |
2 | 0.151564 | 1.0501 | 0.149473 |
3 | 0.211511 | 1.4654 | 0.074667 |
4 | 0.037495 | 0.2598 | 0.398075 |
5 | 0.03483 | 0.2413 | 0.405171 |
6 | -0.097613 | -0.6763 | 0.251053 |
7 | -0.300549 | -2.0823 | 0.021336 |
8 | -0.180209 | -1.2485 | 0.108947 |
9 | -0.047568 | -0.3296 | 0.371584 |
10 | -0.180872 | -1.2531 | 0.108116 |
11 | 0.052832 | 0.366 | 0.357975 |
12 | -0.367502 | -2.5461 | 0.007078 |
13 | -0.229612 | -1.5908 | 0.05911 |
14 | -0.090358 | -0.626 | 0.267135 |
15 | 0.030986 | 0.2147 | 0.415465 |
16 | -0.035251 | -0.2442 | 0.404048 |
17 | -0.017644 | -0.1222 | 0.451608 |
18 | 0.152573 | 1.0571 | 0.147889 |