Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.227768 | -2.4637 | 0.007603 |
2 | -0.162023 | -1.7525 | 0.04115 |
3 | 0.009312 | 0.1007 | 0.45997 |
4 | -0.084489 | -0.9139 | 0.181328 |
5 | 0.09795 | 1.0595 | 0.145779 |
6 | -0.052215 | -0.5648 | 0.28665 |
7 | -0.139214 | -1.5058 | 0.067403 |
8 | 0.172683 | 1.8679 | 0.032142 |
9 | -0.115815 | -1.2527 | 0.106401 |
10 | -0.135459 | -1.4652 | 0.072773 |
11 | 0.082351 | 0.8908 | 0.187442 |
12 | 0.153617 | 1.6616 | 0.049633 |
13 | -0.00816 | -0.0883 | 0.464909 |
14 | 0.051412 | 0.5561 | 0.289601 |
15 | -0.136737 | -1.479 | 0.070909 |
16 | 0.014266 | 0.1543 | 0.438814 |
17 | 0.017966 | 0.1943 | 0.423128 |
18 | -0.07598 | -0.8219 | 0.206417 |
19 | 0.04868 | 0.5266 | 0.299751 |
20 | 0.0358 | 0.3872 | 0.349644 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.227768 | -2.4637 | 0.007603 |
2 | -0.225605 | -2.4403 | 0.008087 |
3 | -0.097018 | -1.0494 | 0.148077 |
4 | -0.162357 | -1.7562 | 0.040839 |
5 | 0.015327 | 0.1658 | 0.434307 |
6 | -0.076947 | -0.8323 | 0.203466 |
7 | -0.180832 | -1.956 | 0.026425 |
8 | 0.059396 | 0.6425 | 0.260915 |
9 | -0.131012 | -1.4171 | 0.079554 |
10 | -0.224211 | -2.4252 | 0.008414 |
11 | -0.104712 | -1.1326 | 0.129843 |
12 | 0.109207 | 1.1813 | 0.119948 |
13 | -0.009017 | -0.0975 | 0.461233 |
14 | 0.104155 | 1.1266 | 0.131107 |
15 | -0.040606 | -0.4392 | 0.330657 |
16 | -0.051155 | -0.5533 | 0.290547 |
17 | -0.066191 | -0.716 | 0.23772 |
18 | -0.067389 | -0.7289 | 0.233753 |
19 | -0.030939 | -0.3347 | 0.369242 |
20 | -0.01527 | -0.1652 | 0.434548 |