Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.178627 | -2.0445 | 0.021455 |
2 | -0.141954 | -1.6247 | 0.05331 |
3 | 0.269674 | 3.0866 | 0.001236 |
4 | -0.20081 | -2.2984 | 0.011562 |
5 | -0.032934 | -0.3769 | 0.353412 |
6 | 0.195367 | 2.2361 | 0.013519 |
7 | -0.124759 | -1.4279 | 0.077845 |
8 | -0.064474 | -0.7379 | 0.230936 |
9 | 0.056793 | 0.65 | 0.258406 |
10 | -0.166155 | -1.9017 | 0.029701 |
11 | -0.014206 | -0.1626 | 0.435544 |
12 | 0.079606 | 0.9111 | 0.181949 |
13 | 0.046614 | 0.5335 | 0.297287 |
14 | -0.016619 | -0.1902 | 0.424718 |
15 | -0.023828 | -0.2727 | 0.392749 |
16 | 0.035959 | 0.4116 | 0.340664 |
17 | 0.077589 | 0.888 | 0.188073 |
18 | -0.076751 | -0.8785 | 0.190652 |
19 | 0.054372 | 0.6223 | 0.267409 |
20 | 0.042763 | 0.4894 | 0.312672 |
21 | -0.156573 | -1.7921 | 0.037716 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.178627 | -2.0445 | 0.021455 |
2 | -0.179592 | -2.0555 | 0.020907 |
3 | 0.221678 | 2.5372 | 0.006173 |
4 | -0.15041 | -1.7215 | 0.043758 |
5 | -0.021108 | -0.2416 | 0.404735 |
6 | 0.095776 | 1.0962 | 0.1375 |
7 | -0.015712 | -0.1798 | 0.428781 |
8 | -0.074217 | -0.8495 | 0.19859 |
9 | -0.052702 | -0.6032 | 0.27371 |
10 | -0.128184 | -1.4671 | 0.072368 |
11 | -0.049795 | -0.5699 | 0.284849 |
12 | -0.005613 | -0.0642 | 0.474439 |
13 | 0.136948 | 1.5674 | 0.059712 |
14 | 0.003709 | 0.0425 | 0.483101 |
15 | -0.044299 | -0.507 | 0.306495 |
16 | 0.028688 | 0.3283 | 0.371587 |
17 | 0.120889 | 1.3836 | 0.08441 |
18 | -0.076947 | -0.8807 | 0.190048 |
19 | 0.002449 | 0.028 | 0.488842 |
20 | 0.013496 | 0.1545 | 0.438737 |
21 | -0.085394 | -0.9774 | 0.165093 |