Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.236984 | -2.159 | 0.016868 |
2 | 0.008983 | 0.0818 | 0.467485 |
3 | -0.028572 | -0.2603 | 0.397636 |
4 | -0.207805 | -1.8932 | 0.030908 |
5 | 0.217257 | 1.9793 | 0.025549 |
6 | -0.088091 | -0.8025 | 0.212265 |
7 | -0.019442 | -0.1771 | 0.42992 |
8 | -0.15278 | -1.3919 | 0.083837 |
9 | -0.076854 | -0.7002 | 0.24289 |
10 | 0.150941 | 1.3751 | 0.086394 |
11 | -0.17509 | -1.5951 | 0.057241 |
12 | 0.299917 | 2.7324 | 0.003841 |
13 | -0.257915 | -2.3497 | 0.010581 |
14 | 0.106003 | 0.9657 | 0.168492 |
15 | 0.103703 | 0.9448 | 0.173756 |
16 | -0.10959 | -0.9984 | 0.16049 |
17 | 0.214315 | 1.9525 | 0.027125 |
18 | -0.138855 | -1.265 | 0.104701 |
19 | 0.028844 | 0.2628 | 0.396685 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.236984 | -2.159 | 0.016868 |
2 | -0.049985 | -0.4554 | 0.32501 |
3 | -0.040556 | -0.3695 | 0.356354 |
4 | -0.238362 | -2.1716 | 0.016371 |
5 | 0.118898 | 1.0832 | 0.140926 |
6 | -0.026548 | -0.2419 | 0.404741 |
7 | -0.066005 | -0.6013 | 0.274628 |
8 | -0.225509 | -2.0545 | 0.021537 |
9 | -0.123938 | -1.1291 | 0.131048 |
10 | 0.046084 | 0.4198 | 0.337841 |
11 | -0.200647 | -1.828 | 0.035573 |
12 | 0.18505 | 1.6859 | 0.047787 |
13 | -0.189269 | -1.7243 | 0.044186 |
14 | 0.082824 | 0.7546 | 0.226324 |
15 | 0.014123 | 0.1287 | 0.448967 |
16 | 0.004422 | 0.0403 | 0.483981 |
17 | 0.061367 | 0.5591 | 0.288807 |
18 | 0.01293 | 0.1178 | 0.453257 |
19 | 0.032432 | 0.2955 | 0.384185 |