Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.407275 | -3.7105 | 0.000187 |
2 | 0.214493 | 1.9541 | 0.027027 |
3 | -0.186327 | -1.6975 | 0.046672 |
4 | 0.12693 | 1.1564 | 0.125419 |
5 | -0.24276 | -2.2117 | 0.01487 |
6 | 0.162128 | 1.4771 | 0.071723 |
7 | -0.214128 | -1.9508 | 0.027228 |
8 | 0.034672 | 0.3159 | 0.376446 |
9 | -0.109635 | -0.9988 | 0.160391 |
10 | 0.059328 | 0.5405 | 0.29515 |
11 | -0.029735 | -0.2709 | 0.393569 |
12 | 0.287888 | 2.6228 | 0.005187 |
13 | -0.203658 | -1.8554 | 0.033543 |
14 | 0.203865 | 1.8573 | 0.033408 |
15 | -0.021789 | -0.1985 | 0.421567 |
16 | 0.036468 | 0.3322 | 0.370274 |
17 | -0.104647 | -0.9534 | 0.171583 |
18 | 0.032037 | 0.2919 | 0.385558 |
19 | -0.242667 | -2.2108 | 0.0149 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.407275 | -3.7105 | 0.000187 |
2 | 0.058288 | 0.531 | 0.298408 |
3 | -0.096623 | -0.8803 | 0.190625 |
4 | 0.015313 | 0.1395 | 0.444693 |
5 | -0.200847 | -1.8298 | 0.035435 |
6 | -0.017535 | -0.1598 | 0.436731 |
7 | -0.146009 | -1.3302 | 0.093546 |
8 | -0.179399 | -1.6344 | 0.052981 |
9 | -0.156132 | -1.4224 | 0.079324 |
10 | -0.130352 | -1.1876 | 0.119196 |
11 | -0.063327 | -0.5769 | 0.282771 |
12 | 0.235559 | 2.146 | 0.017395 |
13 | -0.051032 | -0.4649 | 0.321603 |
14 | 0.04795 | 0.4368 | 0.331678 |
15 | 0.150938 | 1.3751 | 0.086399 |
16 | 0.041918 | 0.3819 | 0.351759 |
17 | 0.004692 | 0.0427 | 0.483003 |
18 | -0.057354 | -0.5225 | 0.301349 |
19 | -0.192676 | -1.7554 | 0.041444 |