Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.028826 | -0.1976 | 0.422097 |
2 | -0.30101 | -2.0636 | 0.0223 |
3 | 0.218697 | 1.4993 | 0.070241 |
4 | 0.107774 | 0.7389 | 0.231833 |
5 | -0.30086 | -2.0626 | 0.022351 |
6 | -0.30504 | -2.0912 | 0.020969 |
7 | -0.151657 | -1.0397 | 0.151897 |
8 | 0.02607 | 0.1787 | 0.429459 |
9 | 0.080746 | 0.5536 | 0.291249 |
10 | -0.220952 | -1.5148 | 0.068264 |
11 | 0.076115 | 0.5218 | 0.302125 |
12 | 0.649938 | 4.4558 | 2.6e-05 |
13 | -0.055519 | -0.3806 | 0.352601 |
14 | -0.192744 | -1.3214 | 0.096385 |
15 | 0.228478 | 1.5664 | 0.061986 |
16 | 0.075776 | 0.5195 | 0.302927 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.028826 | -0.1976 | 0.422097 |
2 | -0.302092 | -2.071 | 0.021936 |
3 | 0.218826 | 1.5002 | 0.070126 |
4 | 0.022409 | 0.1536 | 0.439279 |
5 | -0.201672 | -1.3826 | 0.086662 |
6 | -0.365551 | -2.5061 | 0.007864 |
7 | -0.437191 | -2.9972 | 0.002171 |
8 | -0.193122 | -1.324 | 0.095956 |
9 | 0.104699 | 0.7178 | 0.238224 |
10 | -0.219763 | -1.5066 | 0.0693 |
11 | -0.160368 | -1.0994 | 0.13859 |
12 | 0.393196 | 2.6956 | 0.004859 |
13 | -0.061372 | -0.4207 | 0.33793 |
14 | 0.049791 | 0.3413 | 0.367181 |
15 | -0.091094 | -0.6245 | 0.267657 |
16 | -0.081457 | -0.5584 | 0.289596 |