Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.453276 | -3.1404 | 0.001443 |
2 | 0.031128 | 0.2157 | 0.415084 |
3 | 0.006192 | 0.0429 | 0.482978 |
4 | -0.01479 | -0.1025 | 0.459405 |
5 | 0.103529 | 0.7173 | 0.238341 |
6 | -0.019381 | -0.1343 | 0.446873 |
7 | -0.048778 | -0.3379 | 0.368439 |
8 | -0.044518 | -0.3084 | 0.379544 |
9 | 0.081429 | 0.5642 | 0.287636 |
10 | -0.065661 | -0.4549 | 0.325611 |
11 | 0.222601 | 1.5422 | 0.064793 |
12 | -0.324443 | -2.2478 | 0.01461 |
13 | 0.082618 | 0.5724 | 0.284864 |
14 | 0.181963 | 1.2607 | 0.10676 |
15 | -0.209885 | -1.4541 | 0.07621 |
16 | 0.132496 | 0.918 | 0.181615 |
17 | -0.06134 | -0.425 | 0.336376 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.453276 | -3.1404 | 0.001443 |
2 | -0.219411 | -1.5201 | 0.06752 |
3 | -0.100565 | -0.6967 | 0.244665 |
4 | -0.064456 | -0.4466 | 0.328598 |
5 | 0.096323 | 0.6673 | 0.253874 |
6 | 0.109156 | 0.7563 | 0.226597 |
7 | 0.015973 | 0.1107 | 0.456173 |
8 | -0.089908 | -0.6229 | 0.268149 |
9 | -1.8e-05 | -1e-04 | 0.49995 |
10 | -0.062414 | -0.4324 | 0.333689 |
11 | 0.236645 | 1.6395 | 0.053821 |
12 | -0.134535 | -0.9321 | 0.177979 |
13 | -0.135018 | -0.9354 | 0.177125 |
14 | 0.148921 | 1.0318 | 0.153679 |
15 | -0.0881 | -0.6104 | 0.272247 |
16 | -0.002684 | -0.0186 | 0.492619 |
17 | 0.0454 | 0.3145 | 0.377238 |