Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.460995 | -3.7734 | 0.000172 |
2 | 0.198885 | 1.6279 | 0.054116 |
3 | -0.24417 | -1.9986 | 0.024855 |
4 | 0.092574 | 0.7577 | 0.225629 |
5 | 0.007034 | 0.0576 | 0.477127 |
6 | -0.01968 | -0.1611 | 0.436253 |
7 | -0.045384 | -0.3715 | 0.355724 |
8 | -0.006668 | -0.0546 | 0.478317 |
9 | 0.177997 | 1.457 | 0.074898 |
10 | -0.12617 | -1.0327 | 0.152717 |
11 | 0.149583 | 1.2244 | 0.112546 |
12 | -0.340062 | -2.7835 | 0.003491 |
13 | 0.104203 | 0.8529 | 0.198365 |
14 | -0.024683 | -0.202 | 0.420248 |
15 | 0.039356 | 0.3221 | 0.374174 |
16 | 0.04121 | 0.3373 | 0.368464 |
17 | -0.084819 | -0.6943 | 0.244957 |
18 | -0.034638 | -0.2835 | 0.388826 |
19 | 0.159754 | 1.3076 | 0.097732 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.460995 | -3.7734 | 0.000172 |
2 | -0.017311 | -0.1417 | 0.443873 |
3 | -0.201815 | -1.6519 | 0.051615 |
4 | -0.123888 | -1.0141 | 0.1571 |
5 | 0.022904 | 0.1875 | 0.425925 |
6 | -0.047145 | -0.3859 | 0.350398 |
7 | -0.107554 | -0.8804 | 0.190903 |
8 | -0.067112 | -0.5493 | 0.292301 |
9 | 0.188837 | 1.5457 | 0.063445 |
10 | 0.005968 | 0.0488 | 0.480593 |
11 | 0.113749 | 0.9311 | 0.177578 |
12 | -0.218323 | -1.7871 | 0.039226 |
13 | -0.236513 | -1.9359 | 0.028548 |
14 | -0.0626 | -0.5124 | 0.305027 |
15 | -0.090041 | -0.737 | 0.231842 |
16 | 0.022493 | 0.1841 | 0.427241 |
17 | -0.054839 | -0.4489 | 0.327485 |
18 | -0.214252 | -1.7537 | 0.042025 |
19 | 0.082751 | 0.6773 | 0.25026 |