Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.361462 | -3.5416 | 0.000308 |
2 | 0.080242 | 0.7862 | 0.216841 |
3 | 0.330651 | 3.2397 | 0.000822 |
4 | -0.22105 | -2.1658 | 0.0164 |
5 | 0.156389 | 1.5323 | 0.06437 |
6 | 0.128413 | 1.2582 | 0.105689 |
7 | -0.311554 | -3.0526 | 0.001467 |
8 | 0.168546 | 1.6514 | 0.050962 |
9 | -0.070596 | -0.6917 | 0.245397 |
10 | -0.137396 | -1.3462 | 0.090703 |
11 | 0.004006 | 0.0392 | 0.484387 |
12 | -0.218225 | -2.1382 | 0.017521 |
13 | 0.012357 | 0.1211 | 0.451943 |
14 | 0.016218 | 0.1589 | 0.43704 |
15 | -0.024038 | -0.2355 | 0.407151 |
16 | -0.16704 | -1.6366 | 0.052489 |
17 | 0.113248 | 1.1096 | 0.134972 |
18 | 0.003389 | 0.0332 | 0.486789 |
19 | -0.087323 | -0.8556 | 0.197178 |
20 | 0.086946 | 0.8519 | 0.198198 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.361462 | -3.5416 | 0.000308 |
2 | -0.057989 | -0.5682 | 0.28562 |
3 | 0.392853 | 3.8492 | 0.000107 |
4 | 0.04431 | 0.4341 | 0.332579 |
5 | 0.037067 | 0.3632 | 0.358633 |
6 | 0.107372 | 1.052 | 0.147715 |
7 | -0.245128 | -2.4018 | 0.009121 |
8 | -0.150453 | -1.4741 | 0.071859 |
9 | -0.087162 | -0.854 | 0.197614 |
10 | -0.014874 | -0.1457 | 0.442217 |
11 | -0.137044 | -1.3427 | 0.09126 |
12 | -0.259606 | -2.5436 | 0.006284 |
13 | -0.043056 | -0.4219 | 0.337036 |
14 | 0.083054 | 0.8138 | 0.208898 |
15 | 0.258912 | 2.5368 | 0.006399 |
16 | -0.154479 | -1.5136 | 0.066709 |
17 | -0.051296 | -0.5026 | 0.3082 |
18 | 0.048541 | 0.4756 | 0.317718 |
19 | -0.107954 | -1.0577 | 0.146416 |
20 | -0.111832 | -1.0957 | 0.137971 |