Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.379818 | 2.6315 | 0.005699 |
1 | 0.293199 | 2.0313 | 0.023889 |
2 | -0.03495 | -0.2421 | 0.595147 |
3 | 0.159137 | 1.1025 | 0.137864 |
4 | 0.069198 | 0.4794 | 0.31691 |
5 | 0.067515 | 0.4678 | 0.321038 |
6 | -0.139297 | -0.9651 | 0.830328 |
7 | -0.023802 | -0.1649 | 0.565145 |
8 | 0.193904 | 1.3434 | 0.092729 |
9 | -0.35933 | -2.4895 | 0.991845 |
10 | -0.066621 | -0.4616 | 0.67676 |
11 | -0.298263 | -2.0664 | 0.977897 |
12 | 0.052721 | 0.3653 | 0.35826 |
13 | 0.226775 | 1.5711 | 0.061359 |
14 | -0.032693 | -0.2265 | 0.589114 |
15 | 0.220271 | 1.5261 | 0.066776 |
16 | 0.086561 | 0.5997 | 0.275759 |