Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.309815 | -3.546 | 0.000272 |
2 | 0.095351 | 1.0913 | 0.138562 |
3 | -0.096891 | -1.109 | 0.134738 |
4 | -0.098995 | -1.133 | 0.129631 |
5 | 0.061001 | 0.6982 | 0.24315 |
6 | -0.000288 | -0.0033 | 0.498688 |
7 | -0.056108 | -0.6422 | 0.260936 |
8 | -0.060966 | -0.6978 | 0.243274 |
9 | 0.175917 | 2.0135 | 0.023057 |
10 | -0.140279 | -1.6056 | 0.055389 |
11 | 0.069735 | 0.7982 | 0.213112 |
12 | -0.133673 | -1.53 | 0.064219 |
13 | 0.087177 | 0.9978 | 0.160111 |
14 | 0.002494 | 0.0286 | 0.488633 |
15 | 0.065332 | 0.7478 | 0.227972 |
16 | -0.109162 | -1.2494 | 0.106871 |
17 | -0.000338 | -0.0039 | 0.498462 |
18 | 0.044028 | 0.5039 | 0.307582 |
19 | -0.113945 | -1.3042 | 0.097232 |
20 | -0.091271 | -1.0446 | 0.149054 |
21 | 0.041943 | 0.4801 | 0.315994 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.309815 | -3.546 | 0.000272 |
2 | -0.000701 | -0.008 | 0.496806 |
3 | -0.074718 | -0.8552 | 0.197005 |
4 | -0.166761 | -1.9087 | 0.029247 |
5 | -0.015146 | -0.1734 | 0.431319 |
6 | 0.018288 | 0.2093 | 0.417265 |
7 | -0.088086 | -1.0082 | 0.157611 |
8 | -0.133888 | -1.5324 | 0.063916 |
9 | 0.156405 | 1.7901 | 0.03787 |
10 | -0.05875 | -0.6724 | 0.251251 |
11 | -0.052428 | -0.6001 | 0.274749 |
12 | -0.115013 | -1.3164 | 0.095172 |
13 | 0.059956 | 0.6862 | 0.246893 |
14 | 0.004318 | 0.0494 | 0.48033 |
15 | 0.036587 | 0.4188 | 0.338041 |
16 | -0.086599 | -0.9912 | 0.161715 |
17 | -0.027835 | -0.3186 | 0.375275 |
18 | 0.019117 | 0.2188 | 0.41357 |
19 | -0.113792 | -1.3024 | 0.097531 |
20 | -0.256883 | -2.9402 | 0.00194 |
21 | 0.006843 | 0.0783 | 0.468846 |