Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.032166 | -0.3682 | 0.356675 |
2 | 0.000357 | 0.0041 | 0.498374 |
3 | 0.0522 | 0.5975 | 0.275615 |
4 | -0.204416 | -2.3396 | 0.010407 |
5 | -0.104504 | -1.1961 | 0.116909 |
6 | -0.304948 | -3.4903 | 0.000329 |
7 | -0.206225 | -2.3604 | 0.009867 |
8 | -0.102455 | -1.1727 | 0.121532 |
9 | 0.057375 | 0.6567 | 0.256266 |
10 | -0.128821 | -1.4744 | 0.071383 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.032166 | -0.3682 | 0.356675 |
2 | -0.000679 | -0.0078 | 0.496908 |
3 | 0.052244 | 0.598 | 0.275449 |
4 | -0.201816 | -2.3099 | 0.011229 |
5 | -0.12085 | -1.3832 | 0.084479 |
6 | -0.334063 | -3.8235 | 0.000101 |
7 | -0.270881 | -3.1004 | 0.001183 |
8 | -0.266784 | -3.0535 | 0.00137 |
9 | -0.086789 | -0.9933 | 0.161186 |
10 | -0.430591 | -4.9283 | 1e-06 |