Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.273714 | -2.7508 | 0.003523 |
2 | -0.019639 | -0.1974 | 0.421969 |
3 | 0.036694 | 0.3688 | 0.356537 |
4 | -0.04131 | -0.4152 | 0.339454 |
5 | -0.166363 | -1.6719 | 0.048817 |
6 | 0.093935 | 0.944 | 0.173703 |
7 | -0.034962 | -0.3514 | 0.363022 |
8 | 0.071825 | 0.7218 | 0.236033 |
9 | -0.07299 | -0.7335 | 0.232466 |
10 | 0.094359 | 0.9483 | 0.172621 |
11 | -0.115048 | -1.1562 | 0.12516 |
12 | 0.055419 | 0.557 | 0.289395 |
13 | 0.052781 | 0.5304 | 0.298485 |
14 | -0.120508 | -1.2111 | 0.114344 |
15 | -0.02617 | -0.263 | 0.39654 |
16 | 0.168167 | 1.6901 | 0.047051 |
17 | -0.214653 | -2.1572 | 0.01668 |
18 | 0.090036 | 0.9049 | 0.183848 |
19 | -0.024998 | -0.2512 | 0.401076 |
20 | 0.084482 | 0.849 | 0.198936 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.273714 | -2.7508 | 0.003523 |
2 | -0.102216 | -1.0273 | 0.153377 |
3 | 0.003049 | 0.0306 | 0.487809 |
4 | -0.034308 | -0.3448 | 0.365484 |
5 | -0.201785 | -2.0279 | 0.022601 |
6 | -0.020275 | -0.2038 | 0.419477 |
7 | -0.03523 | -0.3541 | 0.362016 |
8 | 0.068282 | 0.6862 | 0.247072 |
9 | -0.066057 | -0.6639 | 0.254143 |
10 | 0.041705 | 0.4191 | 0.338007 |
11 | -0.084933 | -0.8536 | 0.197682 |
12 | 0.013689 | 0.1376 | 0.445428 |
13 | 0.084465 | 0.8489 | 0.198983 |
14 | -0.108456 | -1.09 | 0.13916 |
15 | -0.079324 | -0.7972 | 0.213602 |
16 | 0.103104 | 1.0362 | 0.151297 |
17 | -0.122921 | -1.2353 | 0.109786 |
18 | 0.003517 | 0.0353 | 0.485937 |
19 | -0.064532 | -0.6485 | 0.259055 |
20 | 0.081057 | 0.8146 | 0.208604 |