Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.415099 | -3.7817 | 0.000146 |
2 | -0.097133 | -0.8849 | 0.189377 |
3 | 0.08368 | 0.7624 | 0.224004 |
4 | -0.006911 | -0.063 | 0.474975 |
5 | -0.087402 | -0.7963 | 0.214074 |
6 | -0.023921 | -0.2179 | 0.414008 |
7 | 0.061685 | 0.562 | 0.287822 |
8 | 0.065471 | 0.5965 | 0.276244 |
9 | -0.115703 | -1.0541 | 0.147447 |
10 | 0.070579 | 0.643 | 0.260997 |
11 | 0.119635 | 1.0899 | 0.13945 |
12 | -0.39925 | -3.6373 | 0.000239 |
13 | 0.353731 | 3.2226 | 0.000908 |
14 | -0.035456 | -0.323 | 0.373748 |
15 | -0.083205 | -0.758 | 0.225289 |
16 | -0.056746 | -0.517 | 0.303272 |
17 | 0.03671 | 0.3344 | 0.369443 |
18 | 0.112094 | 1.0212 | 0.155058 |
19 | -0.111098 | -1.0122 | 0.157204 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.415099 | -3.7817 | 0.000146 |
2 | -0.325532 | -2.9657 | 0.001971 |
3 | -0.141751 | -1.2914 | 0.100072 |
4 | -0.07591 | -0.6916 | 0.245568 |
5 | -0.145566 | -1.3262 | 0.094211 |
6 | -0.193555 | -1.7634 | 0.040759 |
7 | -0.123421 | -1.1244 | 0.132037 |
8 | 0.019278 | 0.1756 | 0.430507 |
9 | -0.082882 | -0.7551 | 0.226167 |
10 | -0.022625 | -0.2061 | 0.418601 |
11 | 0.146892 | 1.3383 | 0.092234 |
12 | -0.354968 | -3.2339 | 0.000877 |
13 | 0.069672 | 0.6347 | 0.263672 |
14 | 0.043032 | 0.392 | 0.348016 |
15 | 0.01136 | 0.1035 | 0.458911 |
16 | -0.125362 | -1.1421 | 0.128348 |
17 | -0.177313 | -1.6154 | 0.05501 |
18 | 0.033525 | 0.3054 | 0.380403 |
19 | -0.019712 | -0.1796 | 0.428957 |