Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.442826 | -2.7298 | 0.004776 |
2 | 0.013468 | 0.083 | 0.467134 |
3 | -0.184614 | -1.138 | 0.131114 |
4 | 0.42073 | 2.5936 | 0.006708 |
5 | -0.139478 | -0.8598 | 0.197645 |
6 | -0.064165 | -0.3955 | 0.347328 |
7 | -0.170868 | -1.0533 | 0.149428 |
8 | 0.416797 | 2.5693 | 0.007119 |
9 | -0.133961 | -0.8258 | 0.207038 |
10 | -0.148271 | -0.914 | 0.18324 |
11 | 0.019614 | 0.1209 | 0.452199 |
12 | 0.15241 | 0.9395 | 0.1767 |
13 | -0.06519 | -0.4019 | 0.345021 |
14 | -0.159008 | -0.9802 | 0.166595 |
15 | 0.03254 | 0.2006 | 0.421045 |
16 | 0.276943 | 1.7072 | 0.047973 |
17 | -0.247613 | -1.5264 | 0.067597 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.442826 | -2.7298 | 0.004776 |
2 | -0.227174 | -1.4004 | 0.084754 |
3 | -0.364491 | -2.2469 | 0.015268 |
4 | 0.226038 | 1.3934 | 0.085799 |
5 | 0.20988 | 1.2938 | 0.101774 |
6 | 0.053533 | 0.33 | 0.371606 |
7 | -0.174138 | -1.0735 | 0.144917 |
8 | 0.184296 | 1.1361 | 0.131519 |
9 | 0.148132 | 0.9131 | 0.183462 |
10 | -0.106141 | -0.6543 | 0.258431 |
11 | 0.052866 | 0.3259 | 0.373149 |
12 | -0.045039 | -0.2776 | 0.391396 |
13 | -0.129697 | -0.7995 | 0.214484 |
14 | -0.165991 | -1.0232 | 0.156333 |
15 | -0.065994 | -0.4068 | 0.343214 |
16 | 0.228311 | 1.4074 | 0.083718 |
17 | -0.100844 | -0.6216 | 0.268943 |