Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.485248 | -3.4312 | 0.000607 |
2 | -0.080226 | -0.5673 | 0.28653 |
3 | 0.052594 | 0.3719 | 0.355772 |
4 | 0.187493 | 1.3258 | 0.095469 |
5 | -0.285725 | -2.0204 | 0.024359 |
6 | 0.194908 | 1.3782 | 0.087138 |
7 | -0.131496 | -0.9298 | 0.178467 |
8 | 0.166609 | 1.1781 | 0.122166 |
9 | -0.117815 | -0.8331 | 0.204381 |
10 | -0.043615 | -0.3084 | 0.379529 |
11 | 0.053829 | 0.3806 | 0.352546 |
12 | 0.164023 | 1.1598 | 0.125816 |
13 | -0.320322 | -2.265 | 0.013939 |
14 | 0.113045 | 0.7993 | 0.213935 |
15 | 0.204698 | 1.4474 | 0.077009 |
16 | -0.20176 | -1.4267 | 0.079946 |
17 | -0.039729 | -0.2809 | 0.389962 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.485248 | -3.4312 | 0.000607 |
2 | -0.41292 | -2.9198 | 0.00262 |
3 | -0.31975 | -2.261 | 0.014072 |
4 | 0.04325 | 0.3058 | 0.380505 |
5 | -0.184828 | -1.3069 | 0.098608 |
6 | 0.024548 | 0.1736 | 0.431449 |
7 | -0.161445 | -1.1416 | 0.129532 |
8 | 0.070051 | 0.4953 | 0.311268 |
9 | 0.058123 | 0.411 | 0.341418 |
10 | -0.130503 | -0.9228 | 0.180272 |
11 | -0.035476 | -0.2508 | 0.401479 |
12 | 0.128981 | 0.912 | 0.183064 |
13 | -0.109861 | -0.7768 | 0.220458 |
14 | -0.161111 | -1.1392 | 0.130019 |
15 | 0.118321 | 0.8367 | 0.203384 |
16 | -0.03982 | -0.2816 | 0.389717 |
17 | -0.014536 | -0.1028 | 0.459272 |