Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.355101 | -2.3555 | 0.011511 |
2 | 0.049435 | 0.3279 | 0.372267 |
3 | 0.450301 | 2.987 | 0.002296 |
4 | -0.260388 | -1.7272 | 0.045571 |
5 | 0.153904 | 1.0209 | 0.156445 |
6 | 0.15383 | 1.0204 | 0.15656 |
7 | -0.300179 | -1.9912 | 0.026347 |
8 | 0.168034 | 1.1146 | 0.135535 |
9 | -0.11603 | -0.7697 | 0.222809 |
10 | -0.135399 | -0.8981 | 0.187001 |
11 | 0.06993 | 0.4639 | 0.322515 |
12 | -0.161356 | -1.0703 | 0.145158 |
13 | -0.1427 | -0.9466 | 0.174516 |
14 | 0.062991 | 0.4178 | 0.33905 |
15 | -0.069133 | -0.4586 | 0.324397 |
16 | -0.065154 | -0.4322 | 0.333861 |
17 | 0.004619 | 0.0306 | 0.487848 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.355101 | -2.3555 | 0.011511 |
2 | -0.087724 | -0.5819 | 0.281803 |
3 | 0.505368 | 3.3522 | 0.000828 |
4 | 0.104881 | 0.6957 | 0.245137 |
5 | 0.028559 | 0.1894 | 0.42531 |
6 | -0.003108 | -0.0206 | 0.491823 |
7 | -0.259668 | -1.7224 | 0.046006 |
8 | -0.159452 | -1.0577 | 0.147986 |
9 | -0.203845 | -1.3522 | 0.091618 |
10 | -0.033448 | -0.2219 | 0.412722 |
11 | 0.015733 | 0.1044 | 0.458679 |
12 | 0.038779 | 0.2572 | 0.3991 |
13 | -0.148481 | -0.9849 | 0.165027 |
14 | -0.099109 | -0.6574 | 0.257169 |
15 | 0.105288 | 0.6984 | 0.2443 |
16 | 0.09371 | 0.6216 | 0.268706 |
17 | -0.023306 | -0.1546 | 0.438924 |