Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.407212 | -2.4091 | 0.010695 |
2 | -0.041188 | -0.2437 | 0.404454 |
3 | -0.343819 | -2.0341 | 0.02479 |
4 | 0.740871 | 4.3831 | 5.1e-05 |
5 | -0.418042 | -2.4732 | 0.009196 |
6 | 0.042927 | 0.254 | 0.400506 |
7 | -0.321207 | -1.9003 | 0.032829 |
8 | 0.610514 | 3.6119 | 0.000472 |
9 | -0.267868 | -1.5847 | 0.061012 |
10 | 0.016167 | 0.0956 | 0.462173 |
11 | -0.373981 | -2.2125 | 0.016775 |
12 | 0.475931 | 2.8156 | 0.003971 |
13 | -0.195713 | -1.1579 | 0.127382 |
14 | -0.010814 | -0.064 | 0.474676 |
15 | -0.281034 | -1.6626 | 0.05266 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.407212 | -2.4091 | 0.010695 |
2 | -0.24816 | -1.4681 | 0.075499 |
3 | -0.595047 | -3.5203 | 0.000609 |
4 | 0.495147 | 2.9293 | 0.002971 |
5 | -0.145264 | -0.8594 | 0.197986 |
6 | 0.024788 | 0.1466 | 0.442126 |
7 | -0.167107 | -0.9886 | 0.164818 |
8 | 0.023026 | 0.1362 | 0.446213 |
9 | 0.271989 | 1.6091 | 0.058288 |
10 | -0.078183 | -0.4625 | 0.32328 |
11 | -0.172668 | -1.0215 | 0.15701 |
12 | -0.239734 | -1.4183 | 0.082475 |
13 | -0.175861 | -1.0404 | 0.152642 |
14 | -0.169053 | -1.0001 | 0.162056 |
15 | -0.046833 | -0.2771 | 0.391679 |