Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.527377 | -3.12 | 0.001806 |
2 | 0.124242 | 0.735 | 0.23361 |
3 | -0.229307 | -1.3566 | 0.091798 |
4 | 0.325972 | 1.9285 | 0.030969 |
5 | -0.226635 | -1.3408 | 0.094313 |
6 | 0.04687 | 0.2773 | 0.391596 |
7 | 0.068486 | 0.4052 | 0.34391 |
8 | -0.164557 | -0.9735 | 0.168484 |
9 | 0.089495 | 0.5295 | 0.299916 |
10 | -0.064964 | -0.3843 | 0.351528 |
11 | 0.281182 | 1.6635 | 0.052572 |
12 | -0.334859 | -1.9811 | 0.027743 |
13 | 0.030362 | 0.1796 | 0.429242 |
14 | 0.085624 | 0.5066 | 0.307821 |
15 | 0.12263 | 0.7255 | 0.236488 |
16 | -0.146006 | -0.8638 | 0.196793 |
17 | 0.011798 | 0.0698 | 0.472375 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.527377 | -3.12 | 0.001806 |
2 | -0.213172 | -1.2611 | 0.107799 |
3 | -0.380569 | -2.2515 | 0.015368 |
4 | 0.028327 | 0.1676 | 0.433937 |
5 | -0.063201 | -0.3739 | 0.355367 |
6 | -0.139648 | -0.8262 | 0.207153 |
7 | 0.117956 | 0.6978 | 0.244945 |
8 | -0.245851 | -1.4545 | 0.077363 |
9 | -0.126731 | -0.7498 | 0.229207 |
10 | -0.136628 | -0.8083 | 0.212189 |
11 | 0.170256 | 1.0072 | 0.160365 |
12 | 0.012239 | 0.0724 | 0.471345 |
13 | -0.302317 | -1.7885 | 0.041175 |
14 | -0.035676 | -0.2111 | 0.41703 |
15 | 0.035078 | 0.2075 | 0.418403 |
16 | 0.032577 | 0.1927 | 0.424143 |
17 | 0.067395 | 0.3987 | 0.346263 |