Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.220721 | -2.0823 | 0.020094 |
2 | 0.131963 | 1.2449 | 0.108212 |
3 | 0.086186 | 0.8131 | 0.209173 |
4 | 0.098863 | 0.9327 | 0.176757 |
5 | 0.03574 | 0.3372 | 0.368389 |
6 | -0.104947 | -0.9901 | 0.162413 |
7 | 0.113782 | 1.0734 | 0.142993 |
8 | 0.03116 | 0.294 | 0.384734 |
9 | -0.190511 | -1.7973 | 0.037842 |
10 | 0.041749 | 0.3939 | 0.347314 |
11 | 0.060971 | 0.5752 | 0.283303 |
12 | -0.399716 | -3.7709 | 0.000146 |
13 | 0.199285 | 1.88 | 0.031686 |
14 | -0.224483 | -2.1178 | 0.018492 |
15 | 0.056078 | 0.529 | 0.299048 |
16 | -0.216147 | -2.0391 | 0.022202 |
17 | -0.053115 | -0.5011 | 0.308774 |
18 | 0.080445 | 0.7589 | 0.224953 |
19 | -0.099113 | -0.935 | 0.176151 |
20 | 0.030483 | 0.2876 | 0.38717 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.220721 | -2.0823 | 0.020094 |
2 | 0.087508 | 0.8255 | 0.205634 |
3 | 0.139914 | 1.3199 | 0.095119 |
4 | 0.143586 | 1.3546 | 0.089489 |
5 | 0.065631 | 0.6192 | 0.268696 |
6 | -0.139133 | -1.3126 | 0.096349 |
7 | 0.019382 | 0.1828 | 0.427667 |
8 | 0.07383 | 0.6965 | 0.243963 |
9 | -0.183148 | -1.7278 | 0.043745 |
10 | -0.053339 | -0.5032 | 0.308035 |
11 | 0.100487 | 0.948 | 0.17285 |
12 | -0.410801 | -3.8755 | 0.000102 |
13 | 0.120439 | 1.1362 | 0.129458 |
14 | -0.085108 | -0.8029 | 0.212083 |
15 | -0.051907 | -0.4897 | 0.312781 |
16 | -0.078416 | -0.7398 | 0.23069 |
17 | -0.088093 | -0.8311 | 0.204081 |
18 | -0.024755 | -0.2335 | 0.407939 |
19 | 0.121095 | 1.1424 | 0.128175 |
20 | 0.059279 | 0.5592 | 0.288702 |