Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.265608 | -1.8968 | 0.031761 |
2 | -0.20082 | -1.4341 | 0.078818 |
3 | 0.130705 | 0.9334 | 0.177501 |
4 | 0.079073 | 0.5647 | 0.287378 |
5 | -0.056563 | -0.4039 | 0.343972 |
6 | -0.017634 | -0.1259 | 0.450141 |
7 | 0.204451 | 1.4601 | 0.075201 |
8 | -0.146892 | -1.049 | 0.149558 |
9 | -0.042908 | -0.3064 | 0.380263 |
10 | -0.01074 | -0.0767 | 0.469582 |
11 | 0.015179 | 0.1084 | 0.457051 |
12 | -0.044227 | -0.3158 | 0.376706 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.265608 | -1.8968 | 0.031761 |
2 | -0.291965 | -2.085 | 0.021045 |
3 | -0.018531 | -0.1323 | 0.447618 |
4 | 0.07036 | 0.5025 | 0.30875 |
5 | 0.031969 | 0.2283 | 0.410163 |
6 | 0.008817 | 0.063 | 0.475019 |
7 | 0.212826 | 1.5199 | 0.067358 |
8 | -0.031824 | -0.2273 | 0.410562 |
9 | -0.019969 | -0.1426 | 0.443581 |
10 | -0.129706 | -0.9263 | 0.179329 |
11 | -0.07913 | -0.5651 | 0.28724 |
12 | -0.089672 | -0.6404 | 0.262394 |