Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.336699 | -2.817 | 0.003147 |
2 | -0.045269 | -0.3788 | 0.353009 |
3 | -0.146617 | -1.2267 | 0.112025 |
4 | 0.099521 | 0.8327 | 0.203936 |
5 | 0.01514 | 0.1267 | 0.449784 |
6 | -0.092959 | -0.7778 | 0.219668 |
7 | 0.217572 | 1.8203 | 0.036491 |
8 | -0.320909 | -2.6849 | 0.004525 |
9 | 0.139975 | 1.1711 | 0.122762 |
10 | -0.207275 | -1.7342 | 0.043643 |
11 | 0.308382 | 2.5801 | 0.005989 |
12 | -0.086441 | -0.7232 | 0.235978 |
13 | -0.112174 | -0.9385 | 0.175604 |
14 | 0.007437 | 0.0622 | 0.47528 |
15 | -0.01241 | -0.1038 | 0.458801 |
16 | 0.169675 | 1.4196 | 0.080081 |
17 | -0.12401 | -1.0375 | 0.151528 |
18 | 0.035209 | 0.2946 | 0.384593 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.336699 | -2.817 | 0.003147 |
2 | -0.178919 | -1.4969 | 0.069452 |
3 | -0.261961 | -2.1917 | 0.015864 |
4 | -0.083265 | -0.6966 | 0.244167 |
5 | -0.031519 | -0.2637 | 0.396391 |
6 | -0.144664 | -1.2103 | 0.115109 |
7 | 0.179679 | 1.5033 | 0.06863 |
8 | -0.250008 | -2.0917 | 0.020047 |
9 | -0.052304 | -0.4376 | 0.331509 |
10 | -0.274741 | -2.2986 | 0.012258 |
11 | 0.062795 | 0.5254 | 0.300489 |
12 | -0.005624 | -0.0471 | 0.481302 |
13 | -0.155929 | -1.3046 | 0.098151 |
14 | -0.115741 | -0.9684 | 0.168099 |
15 | -0.075294 | -0.63 | 0.265389 |
16 | -0.020491 | -0.1714 | 0.432186 |
17 | 0.010748 | 0.0899 | 0.464301 |
18 | -0.200542 | -1.6779 | 0.048918 |