Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.193867 | -1.7768 | 0.039609 |
2 | 0.063805 | 0.5848 | 0.28013 |
3 | -0.010402 | -0.0953 | 0.462139 |
4 | 0.128146 | 1.1745 | 0.121762 |
5 | 0.081687 | 0.7487 | 0.228072 |
6 | -0.196158 | -1.7978 | 0.037899 |
7 | 0.050189 | 0.46 | 0.323355 |
8 | 0.102051 | 0.9353 | 0.176154 |
9 | -0.051208 | -0.4693 | 0.320026 |
10 | -0.000609 | -0.0056 | 0.497779 |
11 | -0.32158 | -2.9473 | 0.002074 |
12 | 0.798092 | 7.3146 | 0 |
13 | -0.215874 | -1.9785 | 0.025574 |
14 | 0.003979 | 0.0365 | 0.485497 |
15 | -0.090757 | -0.8318 | 0.20394 |
16 | 0.037278 | 0.3417 | 0.36673 |
17 | 0.005066 | 0.0464 | 0.481537 |
18 | -0.242645 | -2.2239 | 0.01442 |
19 | -0.020479 | -0.1877 | 0.425785 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.193867 | -1.7768 | 0.039609 |
2 | 0.027245 | 0.2497 | 0.401713 |
3 | 0.007188 | 0.0659 | 0.473814 |
4 | 0.130766 | 1.1985 | 0.117049 |
5 | 0.137086 | 1.2564 | 0.106224 |
6 | -0.177857 | -1.6301 | 0.053414 |
7 | -0.036978 | -0.3389 | 0.367762 |
8 | 0.115431 | 1.0579 | 0.146558 |
9 | -0.037659 | -0.3452 | 0.365422 |
10 | 0.013548 | 0.1242 | 0.450737 |
11 | -0.322007 | -2.9512 | 0.002051 |
12 | 0.781707 | 7.1645 | 0 |
13 | -0.23311 | -2.1365 | 0.017774 |
14 | -0.163437 | -1.4979 | 0.06895 |
15 | -0.178555 | -1.6365 | 0.05274 |
16 | -0.17117 | -1.5688 | 0.060227 |
17 | -0.170415 | -1.5619 | 0.061038 |
18 | 0.017393 | 0.1594 | 0.436864 |
19 | -0.006238 | -0.0572 | 0.477271 |