Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.380223 | -2.4047 | 0.010452 |
2 | 0.139091 | 0.8797 | 0.192141 |
3 | -0.159336 | -1.0077 | 0.159821 |
4 | 0.094822 | 0.5997 | 0.276041 |
5 | -0.212583 | -1.3445 | 0.093182 |
6 | -0.023415 | -0.1481 | 0.441508 |
7 | 0.034969 | 0.2212 | 0.413046 |
8 | -0.020785 | -0.1315 | 0.448037 |
9 | -0.040761 | -0.2578 | 0.398943 |
10 | 0.035748 | 0.2261 | 0.411142 |
11 | 0.003797 | 0.024 | 0.490479 |
12 | -0.005769 | -0.0365 | 0.485537 |
13 | 0.163614 | 1.0348 | 0.153492 |
14 | -0.137027 | -0.8666 | 0.195655 |
15 | 0.082552 | 0.5221 | 0.302239 |
16 | -0.043149 | -0.2729 | 0.393168 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.380223 | -2.4047 | 0.010452 |
2 | -0.006404 | -0.0405 | 0.483946 |
3 | -0.126897 | -0.8026 | 0.213484 |
4 | -0.008178 | -0.0517 | 0.479504 |
5 | -0.201975 | -1.2774 | 0.104413 |
6 | -0.229326 | -1.4504 | 0.077374 |
7 | -0.057126 | -0.3613 | 0.359888 |
8 | -0.090371 | -0.5716 | 0.285411 |
9 | -0.145391 | -0.9195 | 0.181665 |
10 | -0.103429 | -0.6541 | 0.258383 |
11 | -0.116868 | -0.7391 | 0.23207 |
12 | -0.110239 | -0.6972 | 0.244852 |
13 | 0.127228 | 0.8047 | 0.212885 |
14 | -0.101837 | -0.6441 | 0.261601 |
15 | -0.048115 | -0.3043 | 0.381237 |
16 | 0.00699 | 0.0442 | 0.482479 |