Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.214747 | -2.115 | 0.018496 |
2 | -0.000414 | -0.0041 | 0.498377 |
3 | 0.003383 | 0.0333 | 0.486746 |
4 | -0.341979 | -3.3681 | 0.000543 |
5 | 0.088268 | 0.8693 | 0.193405 |
6 | -0.01202 | -0.1184 | 0.453005 |
7 | 0.14365 | 1.4148 | 0.080167 |
8 | -0.080061 | -0.7885 | 0.21616 |
9 | -0.023513 | -0.2316 | 0.408679 |
10 | -0.035786 | -0.3525 | 0.362632 |
11 | -0.03373 | -0.3322 | 0.370227 |
12 | 0.135784 | 1.3373 | 0.092123 |
13 | -0.157992 | -1.556 | 0.061477 |
14 | 0.052846 | 0.5205 | 0.301959 |
15 | 0.011451 | 0.1128 | 0.455217 |
16 | -0.156136 | -1.5378 | 0.063682 |
17 | 0.15604 | 1.5368 | 0.063798 |
18 | 0.031846 | 0.3136 | 0.377232 |
19 | -0.067922 | -0.669 | 0.252558 |
20 | 0.082028 | 0.8079 | 0.210567 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.214747 | -2.115 | 0.018496 |
2 | -0.04878 | -0.4804 | 0.316003 |
3 | -0.007551 | -0.0744 | 0.470433 |
4 | -0.360312 | -3.5487 | 0.000299 |
5 | -0.080904 | -0.7968 | 0.213752 |
6 | -0.039445 | -0.3885 | 0.349255 |
7 | 0.131205 | 1.2922 | 0.099676 |
8 | -0.1707 | -1.6812 | 0.047971 |
9 | -0.076263 | -0.7511 | 0.227203 |
10 | -0.074143 | -0.7302 | 0.233507 |
11 | 0.036471 | 0.3592 | 0.360114 |
12 | 0.051325 | 0.5055 | 0.307179 |
13 | -0.187894 | -1.8505 | 0.033639 |
14 | -0.086335 | -0.8503 | 0.198626 |
15 | 0.044803 | 0.4413 | 0.330004 |
16 | -0.116798 | -1.1503 | 0.126418 |
17 | -0.030212 | -0.2976 | 0.38334 |
18 | 0.038091 | 0.3752 | 0.354183 |
19 | -0.076582 | -0.7542 | 0.226265 |
20 | 0.022941 | 0.2259 | 0.410861 |