Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.296703 | -2.2982 | 0.012524 |
2 | 0.190085 | 1.4724 | 0.073071 |
3 | 0.10627 | 0.8232 | 0.206837 |
4 | -0.035423 | -0.2744 | 0.392365 |
5 | 0.083421 | 0.6462 | 0.260315 |
6 | -0.078013 | -0.6043 | 0.273967 |
7 | -0.185528 | -1.4371 | 0.077943 |
8 | -0.052288 | -0.405 | 0.34345 |
9 | -0.057967 | -0.449 | 0.327521 |
10 | -0.227987 | -1.766 | 0.041243 |
11 | 0.163537 | 1.2668 | 0.10507 |
12 | -0.427226 | -3.3093 | 0.000793 |
13 | 0.104944 | 0.8129 | 0.209746 |
14 | -0.00204 | -0.0158 | 0.493721 |
15 | -0.014649 | -0.1135 | 0.455017 |
16 | 0.014306 | 0.1108 | 0.456068 |
17 | 0.069786 | 0.5406 | 0.295406 |
18 | 0.1827 | 1.4152 | 0.081092 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.296703 | -2.2982 | 0.012524 |
2 | 0.111904 | 0.8668 | 0.194751 |
3 | 0.210494 | 1.6305 | 0.054119 |
4 | 0.029887 | 0.2315 | 0.408856 |
5 | 0.026748 | 0.2072 | 0.418283 |
6 | -0.08145 | -0.6309 | 0.265248 |
7 | -0.285219 | -2.2093 | 0.015491 |
8 | -0.220808 | -1.7104 | 0.046182 |
9 | -0.036515 | -0.2828 | 0.389136 |
10 | -0.172601 | -1.337 | 0.093142 |
11 | 0.151756 | 1.1755 | 0.122219 |
12 | -0.299178 | -2.3174 | 0.011955 |
13 | -0.174023 | -1.348 | 0.091366 |
14 | -0.025743 | -0.1994 | 0.42131 |
15 | 0.076202 | 0.5903 | 0.278617 |
16 | -0.051348 | -0.3977 | 0.346116 |
17 | 0.028994 | 0.2246 | 0.411531 |
18 | 0.216335 | 1.6757 | 0.049499 |