Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.339712 | -2.304 | 0.012894 |
2 | 0.092733 | 0.6289 | 0.266247 |
3 | -0.268807 | -1.8231 | 0.037393 |
4 | -0.038382 | -0.2603 | 0.397889 |
5 | 0.063851 | 0.4331 | 0.333499 |
6 | -0.048361 | -0.328 | 0.372199 |
7 | 0.029187 | 0.198 | 0.421975 |
8 | -0.098286 | -0.6666 | 0.254177 |
9 | 0.183166 | 1.2423 | 0.110212 |
10 | -0.120333 | -0.8161 | 0.209314 |
11 | 0.160855 | 1.091 | 0.140483 |
12 | -0.314107 | -2.1304 | 0.01926 |
13 | 0.298785 | 2.0265 | 0.024269 |
14 | -0.154157 | -1.0455 | 0.150618 |
15 | 0.107788 | 0.7311 | 0.234226 |
16 | -0.019235 | -0.1305 | 0.448386 |
17 | -0.17379 | -1.1787 | 0.12229 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.339712 | -2.304 | 0.012894 |
2 | -0.025629 | -0.1738 | 0.431383 |
3 | -0.277374 | -1.8812 | 0.033138 |
4 | -0.265734 | -1.8023 | 0.039027 |
5 | -0.065951 | -0.4473 | 0.328379 |
6 | -0.164953 | -1.1188 | 0.134524 |
7 | -0.170938 | -1.1594 | 0.126146 |
8 | -0.228854 | -1.5522 | 0.063738 |
9 | 0.003023 | 0.0205 | 0.491865 |
10 | -0.160883 | -1.0912 | 0.140443 |
11 | -0.01368 | -0.0928 | 0.463239 |
12 | -0.340333 | -2.3083 | 0.012766 |
13 | 0.04965 | 0.3367 | 0.368921 |
14 | -0.119951 | -0.8136 | 0.210047 |
15 | -0.118755 | -0.8054 | 0.212355 |
16 | -0.044025 | -0.2986 | 0.383297 |
17 | -0.244428 | -1.6578 | 0.052083 |