Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.104849 | -1.0589 | 0.146069 |
2 | -0.054488 | -0.5503 | 0.291658 |
3 | -0.08857 | -0.8945 | 0.186576 |
4 | -0.006184 | -0.0625 | 0.475163 |
5 | -0.005057 | -0.0511 | 0.479685 |
6 | 0.129036 | 1.3032 | 0.09772 |
7 | 0.02705 | 0.2732 | 0.392629 |
8 | -0.120428 | -1.2163 | 0.113345 |
9 | 0.163942 | 1.6557 | 0.050425 |
10 | -0.107008 | -1.0807 | 0.141183 |
11 | -0.018697 | -0.1888 | 0.425299 |
12 | -0.117482 | -1.1865 | 0.119088 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.104849 | -1.0589 | 0.146069 |
2 | -0.066209 | -0.6687 | 0.252606 |
3 | -0.103185 | -1.0421 | 0.14991 |
4 | -0.032586 | -0.3291 | 0.371377 |
5 | -0.022782 | -0.2301 | 0.409241 |
6 | 0.117149 | 1.1832 | 0.11975 |
7 | 0.053269 | 0.538 | 0.295877 |
8 | -0.099934 | -1.0093 | 0.157615 |
9 | 0.174465 | 1.762 | 0.040532 |
10 | -0.080262 | -0.8106 | 0.20974 |
11 | -0.036176 | -0.3654 | 0.3578 |
12 | -0.131882 | -1.3319 | 0.092923 |