Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.243535 | -2.2846 | 0.012372 |
2 | -0.063517 | -0.5958 | 0.276404 |
3 | 0.067123 | 0.6297 | 0.265271 |
4 | -0.003586 | -0.0336 | 0.486622 |
5 | -0.127153 | -1.1928 | 0.118077 |
6 | -0.011052 | -0.1037 | 0.45883 |
7 | -0.25608 | -2.4022 | 0.009198 |
8 | 0.204275 | 1.9163 | 0.029288 |
9 | 0.087266 | 0.8186 | 0.207606 |
10 | -0.165224 | -1.5499 | 0.062372 |
11 | -0.052533 | -0.4928 | 0.31169 |
12 | 0.377804 | 3.5441 | 0.000317 |
13 | -0.253432 | -2.3774 | 0.009801 |
14 | 0.245638 | 2.3043 | 0.011781 |
15 | -0.159691 | -1.498 | 0.068851 |
16 | -0.022101 | -0.2073 | 0.418119 |
17 | 0.072342 | 0.6786 | 0.249577 |
18 | -0.159665 | -1.4978 | 0.068884 |
19 | -0.215159 | -2.0184 | 0.023299 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.243535 | -2.2846 | 0.012372 |
2 | -0.13057 | -1.2249 | 0.111949 |
3 | 0.01929 | 0.181 | 0.42841 |
4 | 0.012407 | 0.1164 | 0.453804 |
5 | -0.124833 | -1.171 | 0.122372 |
6 | -0.086035 | -0.8071 | 0.210898 |
7 | -0.335526 | -3.1475 | 0.001124 |
8 | 0.05209 | 0.4886 | 0.313153 |
9 | 0.131728 | 1.2357 | 0.109927 |
10 | -0.093107 | -0.8734 | 0.192405 |
11 | -0.182791 | -1.7147 | 0.044957 |
12 | 0.266306 | 2.4982 | 0.007171 |
13 | -0.118854 | -1.115 | 0.133954 |
14 | 0.269371 | 2.5269 | 0.006647 |
15 | -0.08752 | -0.821 | 0.20693 |
16 | -0.04083 | -0.383 | 0.351314 |
17 | -0.006188 | -0.058 | 0.476921 |
18 | -0.165594 | -1.5534 | 0.061957 |
19 | -0.084218 | -0.79 | 0.215814 |