Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.613519 | -3.782 | 0.000268 |
2 | 0.194625 | 1.1997 | 0.118832 |
3 | -0.092295 | -0.5689 | 0.28637 |
4 | 0.171879 | 1.0595 | 0.148023 |
5 | -0.288584 | -1.779 | 0.041624 |
6 | 0.091503 | 0.5641 | 0.288012 |
7 | 0.120467 | 0.7426 | 0.231143 |
8 | -0.11752 | -0.7244 | 0.236616 |
9 | 0.040757 | 0.2512 | 0.40149 |
10 | -0.014163 | -0.0873 | 0.465442 |
11 | 0.23643 | 1.4574 | 0.076604 |
12 | -0.424769 | -2.6185 | 0.006308 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.613519 | -3.782 | 0.000268 |
2 | -0.291505 | -1.797 | 0.040147 |
3 | -0.204915 | -1.2632 | 0.10711 |
4 | 0.102168 | 0.6298 | 0.266295 |
5 | -0.180641 | -1.1135 | 0.136234 |
6 | -0.360207 | -2.2205 | 0.016213 |
7 | -0.067468 | -0.4159 | 0.339912 |
8 | -0.027854 | -0.1717 | 0.43229 |
9 | 0.007649 | 0.0472 | 0.481319 |
10 | -0.116092 | -0.7156 | 0.239294 |
11 | 0.276605 | 1.7051 | 0.048169 |
12 | -0.069242 | -0.4268 | 0.335954 |