Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.95 | -4.2485 | 0.000197 |
2 | 0.9 | 4.0249 | 0.000332 |
3 | -0.85 | -3.8013 | 0.00056 |
4 | 0.8 | 3.5777 | 0.000942 |
5 | -0.75 | -3.3541 | 0.001579 |
6 | 0.7 | 3.1305 | 0.002634 |
7 | -0.65 | -2.9069 | 0.004359 |
8 | 0.6 | 2.6833 | 0.007145 |
9 | -0.55 | -2.4597 | 0.011569 |
10 | 0.5 | 2.2361 | 0.018452 |
11 | -0.45 | -2.0125 | 0.028917 |
12 | 0.4 | 1.7889 | 0.044398 |
13 | -0.35 | -1.5652 | 0.066605 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.95 | -4.2485 | 0.000197 |
2 | -0.025641 | -0.1147 | 0.454925 |
3 | 0.026316 | 0.1177 | 0.453744 |
4 | -0.027027 | -0.1209 | 0.452501 |
5 | 0.027778 | 0.1242 | 0.451188 |
6 | -0.028571 | -0.1278 | 0.449801 |
7 | 0.029412 | 0.1315 | 0.448334 |
8 | -0.030303 | -0.1355 | 0.446778 |
9 | 0.03125 | 0.1398 | 0.445126 |
10 | -0.032258 | -0.1443 | 0.443369 |
11 | 0.033333 | 0.1491 | 0.441495 |
12 | -0.034483 | -0.1542 | 0.439494 |
13 | 0.035714 | 0.1597 | 0.437352 |