Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.541587 | -3.8296 | 0.000179 |
2 | -0.001451 | -0.0103 | 0.495927 |
3 | 0.033723 | 0.2385 | 0.40625 |
4 | 0.142828 | 1.0099 | 0.158692 |
5 | -0.13736 | -0.9713 | 0.168041 |
6 | 0.082196 | 0.5812 | 0.281854 |
7 | -0.057312 | -0.4053 | 0.343507 |
8 | 0.110476 | 0.7812 | 0.219188 |
9 | -0.147906 | -1.0459 | 0.150329 |
10 | 0.097375 | 0.6885 | 0.247145 |
11 | -0.058865 | -0.4162 | 0.339508 |
12 | 0.196192 | 1.3873 | 0.085753 |
13 | -0.226643 | -1.6026 | 0.05766 |
14 | 0.027005 | 0.191 | 0.424667 |
15 | 0.104534 | 0.7392 | 0.231631 |
16 | -0.043675 | -0.3088 | 0.379368 |
17 | 0.00256 | 0.0181 | 0.492814 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.541587 | -3.8296 | 0.000179 |
2 | -0.417114 | -2.9494 | 0.002416 |
3 | -0.331136 | -2.3415 | 0.011617 |
4 | -0.013362 | -0.0945 | 0.46255 |
5 | 0.015054 | 0.1065 | 0.457825 |
6 | 0.140557 | 0.9939 | 0.162531 |
7 | 0.076406 | 0.5403 | 0.295704 |
8 | 0.181866 | 1.286 | 0.102185 |
9 | 0.013055 | 0.0923 | 0.463408 |
10 | -0.007408 | -0.0524 | 0.479216 |
11 | -0.107759 | -0.762 | 0.224829 |
12 | 0.198839 | 1.406 | 0.082954 |
13 | 0.117391 | 0.8301 | 0.20522 |
14 | -0.051903 | -0.367 | 0.35758 |
15 | -0.012213 | -0.0864 | 0.465764 |
16 | -0.099276 | -0.702 | 0.24297 |
17 | 0.04081 | 0.2886 | 0.38705 |