Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.377551 | -2.6697 | 0.005107 |
2 | -0.145785 | -1.0309 | 0.153784 |
3 | 0.004693 | 0.0332 | 0.48683 |
4 | -0.105814 | -0.7482 | 0.228917 |
5 | 0.244558 | 1.7293 | 0.044964 |
6 | 0.0148 | 0.1046 | 0.458536 |
7 | -0.29851 | -2.1108 | 0.019907 |
8 | 0.090833 | 0.6423 | 0.261811 |
9 | 0.223661 | 1.5815 | 0.060032 |
10 | -0.075863 | -0.5364 | 0.297019 |
11 | 0.083555 | 0.5908 | 0.278649 |
12 | -0.367703 | -2.6 | 0.006111 |
13 | 0.003112 | 0.022 | 0.491266 |
14 | 0.42837 | 3.029 | 0.001938 |
15 | -0.228894 | -1.6185 | 0.05592 |
16 | 0.013109 | 0.0927 | 0.463259 |
17 | -0.031101 | -0.2199 | 0.413416 |
18 | -0.003995 | -0.0282 | 0.488789 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.377551 | -2.6697 | 0.005107 |
2 | -0.336262 | -2.3777 | 0.010642 |
3 | -0.257479 | -1.8207 | 0.037324 |
4 | -0.377718 | -2.6709 | 0.005091 |
5 | -0.062351 | -0.4409 | 0.330597 |
6 | 0.058293 | 0.4122 | 0.34098 |
7 | -0.266014 | -1.881 | 0.0329 |
8 | -0.238973 | -1.6898 | 0.048647 |
9 | 0.123566 | 0.8737 | 0.193218 |
10 | 0.077976 | 0.5514 | 0.291916 |
11 | 0.219462 | 1.5518 | 0.063505 |
12 | -0.163753 | -1.1579 | 0.126202 |
13 | -0.332193 | -2.349 | 0.011409 |
14 | 0.046012 | 0.3254 | 0.373136 |
15 | -0.130809 | -0.925 | 0.179714 |
16 | -0.079062 | -0.5591 | 0.289311 |
17 | 0.000821 | 0.0058 | 0.497696 |
18 | 0.098576 | 0.697 | 0.244503 |