Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.361157 | -2.476 | 0.008473 |
2 | -0.059843 | -0.4103 | 0.341738 |
3 | 0.045975 | 0.3152 | 0.377007 |
4 | 0.106786 | 0.7321 | 0.233876 |
5 | -0.073077 | -0.501 | 0.309357 |
6 | -0.051485 | -0.353 | 0.362846 |
7 | 0.129131 | 0.8853 | 0.190257 |
8 | -0.051983 | -0.3564 | 0.361577 |
9 | -0.01392 | -0.0954 | 0.462189 |
10 | 0.015906 | 0.109 | 0.456815 |
11 | 0.09149 | 0.6272 | 0.266774 |
12 | -0.291925 | -2.0013 | 0.025574 |
13 | 0.052369 | 0.359 | 0.360593 |
14 | 0.105268 | 0.7217 | 0.237032 |
15 | -0.044301 | -0.3037 | 0.381343 |
16 | -0.0872 | -0.5978 | 0.276417 |
17 | 0.036657 | 0.2513 | 0.401335 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.361157 | -2.476 | 0.008473 |
2 | -0.218819 | -1.5001 | 0.070132 |
3 | -0.07174 | -0.4918 | 0.312567 |
4 | 0.105444 | 0.7229 | 0.236666 |
5 | 0.026715 | 0.1832 | 0.427733 |
6 | -0.052969 | -0.3631 | 0.359066 |
7 | 0.084128 | 0.5767 | 0.28343 |
8 | 0.011637 | 0.0798 | 0.468376 |
9 | 0.006307 | 0.0432 | 0.482846 |
10 | 0.011429 | 0.0784 | 0.46894 |
11 | 0.092795 | 0.6362 | 0.263876 |
12 | -0.259679 | -1.7803 | 0.040748 |
13 | -0.18217 | -1.2489 | 0.108944 |
14 | -0.02441 | -0.1673 | 0.433907 |
15 | 0.001054 | 0.0072 | 0.497131 |
16 | -0.027508 | -0.1886 | 0.425615 |
17 | -0.021455 | -0.1471 | 0.441845 |