Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.561515 | -3.8903 | 0.000154 |
2 | 0.019105 | 0.1324 | 0.447626 |
3 | 0.048227 | 0.3341 | 0.369869 |
4 | 0.055259 | 0.3828 | 0.351762 |
5 | -0.034775 | -0.2409 | 0.405319 |
6 | 0.006838 | 0.0474 | 0.481207 |
7 | 0.005109 | 0.0354 | 0.485955 |
8 | -0.026041 | -0.1804 | 0.428793 |
9 | -0.015579 | -0.1079 | 0.457248 |
10 | -0.022164 | -0.1536 | 0.439301 |
11 | 0.299309 | 2.0737 | 0.021749 |
12 | -0.504178 | -3.493 | 0.000518 |
13 | 0.272031 | 1.8847 | 0.032767 |
14 | 0.012569 | 0.0871 | 0.465485 |
15 | -0.035463 | -0.2457 | 0.403484 |
16 | -0.04666 | -0.3233 | 0.373948 |
17 | 0.035824 | 0.2482 | 0.402522 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.561515 | -3.8903 | 0.000154 |
2 | -0.43259 | -2.9971 | 0.002153 |
3 | -0.322171 | -2.2321 | 0.015157 |
4 | -0.134146 | -0.9294 | 0.178668 |
5 | -0.018677 | -0.1294 | 0.448793 |
6 | 0.063355 | 0.4389 | 0.331339 |
7 | 0.099008 | 0.6859 | 0.248024 |
8 | 0.040621 | 0.2814 | 0.389795 |
9 | -0.069312 | -0.4802 | 0.316631 |
10 | -0.213524 | -1.4793 | 0.072792 |
11 | 0.335664 | 2.3255 | 0.012158 |
12 | -0.1352 | -0.9367 | 0.176803 |
13 | -0.152869 | -1.0591 | 0.147426 |
14 | -0.126482 | -0.8763 | 0.192618 |
15 | -0.094183 | -0.6525 | 0.258591 |
16 | -0.06253 | -0.4332 | 0.333397 |
17 | -0.034735 | -0.2406 | 0.405426 |