Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.355143 | -2.9925 | 0.001902 |
2 | 0.109622 | 0.9237 | 0.179388 |
3 | 0.031316 | 0.2639 | 0.396321 |
4 | -0.208281 | -1.755 | 0.041786 |
5 | 0.139571 | 1.176 | 0.121752 |
6 | -0.141349 | -1.191 | 0.118805 |
7 | -0.013559 | -0.1142 | 0.454681 |
8 | -0.035105 | -0.2958 | 0.384123 |
9 | -0.047769 | -0.4025 | 0.344258 |
10 | 0.086286 | 0.7271 | 0.23479 |
11 | -0.080946 | -0.6821 | 0.248709 |
12 | 0.139352 | 1.1742 | 0.12212 |
13 | 0.033597 | 0.2831 | 0.388965 |
14 | -0.086298 | -0.7272 | 0.23476 |
15 | -0.015828 | -0.1334 | 0.447138 |
16 | -0.123148 | -1.0377 | 0.151474 |
17 | 0.023304 | 0.1964 | 0.422443 |
18 | 0.08257 | 0.6957 | 0.24443 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.355143 | -2.9925 | 0.001902 |
2 | -0.018886 | -0.1591 | 0.437006 |
3 | 0.073579 | 0.62 | 0.268627 |
4 | -0.197633 | -1.6653 | 0.050131 |
5 | -0.003847 | -0.0324 | 0.487115 |
6 | -0.084635 | -0.7131 | 0.239046 |
7 | -0.097995 | -0.8257 | 0.205864 |
8 | -0.123101 | -1.0373 | 0.151566 |
9 | -0.080246 | -0.6762 | 0.250566 |
10 | 0.011994 | 0.1011 | 0.459893 |
11 | -0.071786 | -0.6049 | 0.273593 |
12 | 0.066176 | 0.5576 | 0.289432 |
13 | 0.102695 | 0.8653 | 0.194889 |
14 | -0.059709 | -0.5031 | 0.308219 |
15 | -0.147349 | -1.2416 | 0.109239 |
16 | -0.159576 | -1.3446 | 0.091515 |
17 | -0.073885 | -0.6226 | 0.267781 |
18 | 0.076845 | 0.6475 | 0.259696 |