Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.123371 | -1.0755 | 0.142771 |
2 | -0.214603 | -1.8709 | 0.032606 |
3 | 0.2203 | 1.9205 | 0.029271 |
4 | -0.180473 | -1.5733 | 0.059898 |
5 | -0.060548 | -0.5278 | 0.299571 |
6 | 0.163923 | 1.4291 | 0.078544 |
7 | -0.105435 | -0.9192 | 0.180459 |
8 | 0.120067 | 1.0467 | 0.149274 |
9 | 0.171983 | 1.4993 | 0.068967 |
10 | -0.209492 | -1.8263 | 0.035865 |
11 | -0.073413 | -0.64 | 0.262049 |
12 | -0.248452 | -2.166 | 0.016725 |
13 | -0.124388 | -1.0844 | 0.140811 |
14 | 0.353451 | 3.0813 | 0.001435 |
15 | -0.098697 | -0.8604 | 0.196132 |
16 | -0.174072 | -1.5175 | 0.066641 |
17 | 0.236322 | 2.0602 | 0.021401 |
18 | -0.131369 | -1.1453 | 0.12785 |
19 | -0.201305 | -1.7549 | 0.04165 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.123371 | -1.0755 | 0.142771 |
2 | -0.233376 | -2.0345 | 0.022694 |
3 | 0.1706 | 1.4873 | 0.070542 |
4 | -0.198207 | -1.7279 | 0.044031 |
5 | -0.014498 | -0.1264 | 0.449879 |
6 | 0.04385 | 0.3823 | 0.351661 |
7 | -0.042702 | -0.3723 | 0.355365 |
8 | 0.154612 | 1.3479 | 0.090851 |
9 | 0.132319 | 1.1535 | 0.126154 |
10 | -0.080304 | -0.7001 | 0.243008 |
11 | -0.106677 | -0.93 | 0.177661 |
12 | -0.419714 | -3.659 | 0.000232 |
13 | -0.183736 | -1.6018 | 0.056677 |
14 | 0.220021 | 1.9181 | 0.029428 |
15 | -0.015642 | -0.1364 | 0.445946 |
16 | -0.130784 | -1.1401 | 0.128902 |
17 | -0.009744 | -0.0849 | 0.466263 |
18 | -0.035667 | -0.3109 | 0.378349 |
19 | -0.064877 | -0.5656 | 0.286672 |