Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.26118 | -2.2007 | 0.015504 |
2 | 0.090264 | 0.7606 | 0.224715 |
3 | 0.030071 | 0.2534 | 0.400352 |
4 | 0.084561 | 0.7125 | 0.239239 |
5 | -0.029633 | -0.2497 | 0.401775 |
6 | -0.056848 | -0.479 | 0.316703 |
7 | 0.021674 | 0.1826 | 0.427804 |
8 | 0.036937 | 0.3112 | 0.378268 |
9 | -0.220118 | -1.8548 | 0.033892 |
10 | 0.099109 | 0.8351 | 0.20323 |
11 | 0.117152 | 0.9871 | 0.163463 |
12 | -0.397945 | -3.3531 | 0.000642 |
13 | 0.218677 | 1.8426 | 0.034781 |
14 | -0.14676 | -1.2366 | 0.110152 |
15 | 0.04 | 0.337 | 0.36854 |
16 | -0.105838 | -0.8918 | 0.187754 |
17 | -0.106186 | -0.8947 | 0.186974 |
18 | 0.109108 | 0.9194 | 0.180511 |
19 | -0.028402 | -0.2393 | 0.405774 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.26118 | -2.2007 | 0.015504 |
2 | 0.023663 | 0.1994 | 0.421266 |
3 | 0.063643 | 0.5363 | 0.296725 |
4 | 0.113528 | 0.9566 | 0.171008 |
5 | 0.014072 | 0.1186 | 0.452975 |
6 | -0.084417 | -0.7113 | 0.239611 |
7 | -0.027957 | -0.2356 | 0.407223 |
8 | 0.04302 | 0.3625 | 0.359031 |
9 | -0.204594 | -1.7239 | 0.044535 |
10 | 1.6e-05 | 1e-04 | 0.499946 |
11 | 0.189576 | 1.5974 | 0.05731 |
12 | -0.374053 | -3.1518 | 0.001188 |
13 | 0.088128 | 0.7426 | 0.230093 |
14 | -0.056169 | -0.4733 | 0.318729 |
15 | -0.083453 | -0.7032 | 0.242119 |
16 | 0.002845 | 0.024 | 0.490471 |
17 | -0.190403 | -1.6044 | 0.056536 |
18 | -0.007012 | -0.0591 | 0.476525 |
19 | 0.109411 | 0.9219 | 0.179847 |