Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.259253 | -2.8043 | 0.002953 |
2 | -0.137102 | -1.483 | 0.070383 |
3 | 0.155542 | 1.6824 | 0.047575 |
4 | -0.238261 | -2.5772 | 0.005602 |
5 | 0.112669 | 1.2187 | 0.112705 |
6 | -0.054618 | -0.5908 | 0.277903 |
7 | -0.214965 | -2.3252 | 0.010892 |
8 | 0.177499 | 1.9199 | 0.02865 |
9 | -0.092417 | -0.9996 | 0.159774 |
10 | -0.205148 | -2.219 | 0.014207 |
11 | 0.113445 | 1.2271 | 0.111125 |
12 | 0.190279 | 2.0582 | 0.020897 |
13 | 0.040097 | 0.4337 | 0.332645 |
14 | 0.07634 | 0.8257 | 0.205316 |
15 | -0.08202 | -0.8872 | 0.188401 |
16 | -0.082416 | -0.8915 | 0.187254 |
17 | 0.135171 | 1.4621 | 0.073197 |
18 | -0.162871 | -1.7617 | 0.040365 |
19 | 0.023279 | 0.2518 | 0.400819 |
20 | 0.114264 | 1.236 | 0.109476 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.259253 | -2.8043 | 0.002953 |
2 | -0.219036 | -2.3692 | 0.009731 |
3 | 0.062415 | 0.6751 | 0.250466 |
4 | -0.228782 | -2.4747 | 0.007385 |
5 | 0.026104 | 0.2824 | 0.389083 |
6 | -0.124928 | -1.3513 | 0.089602 |
7 | -0.235349 | -2.5457 | 0.006103 |
8 | -0.042119 | -0.4556 | 0.324765 |
9 | -0.131315 | -1.4204 | 0.079077 |
10 | -0.329843 | -3.5678 | 0.000261 |
11 | -0.253441 | -2.7414 | 0.00354 |
12 | 0.097533 | 1.055 | 0.146804 |
13 | 0.058209 | 0.6296 | 0.265083 |
14 | 0.083416 | 0.9023 | 0.184381 |
15 | -0.001447 | -0.0157 | 0.49377 |
16 | -0.130377 | -1.4102 | 0.080561 |
17 | -0.011346 | -0.1227 | 0.451268 |
18 | -0.094448 | -1.0216 | 0.154536 |
19 | 0.02399 | 0.2595 | 0.397856 |
20 | 0.050554 | 0.5468 | 0.29277 |