Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.250134 | -3.5374 | 0.000251 |
2 | -0.112684 | -1.5936 | 0.056304 |
3 | 0.012257 | 0.1733 | 0.431282 |
4 | -0.091686 | -1.2966 | 0.098124 |
5 | -0.022753 | -0.3218 | 0.373978 |
6 | -0.032484 | -0.4594 | 0.323226 |
7 | 0.067692 | 0.9573 | 0.169784 |
8 | -0.114209 | -1.6152 | 0.053927 |
9 | 0.055057 | 0.7786 | 0.218561 |
10 | 0.045548 | 0.6441 | 0.260109 |
11 | -0.100759 | -1.4249 | 0.077866 |
12 | 0.054693 | 0.7735 | 0.220076 |
13 | 0.021179 | 0.2995 | 0.382429 |
14 | 0.03579 | 0.5061 | 0.306657 |
15 | -0.090668 | -1.2822 | 0.100622 |
16 | 0.077999 | 1.1031 | 0.135661 |
17 | 0.044315 | 0.6267 | 0.265782 |
18 | -0.169081 | -2.3912 | 0.008861 |
19 | 0.054474 | 0.7704 | 0.220994 |
20 | 0.022023 | 0.3115 | 0.377889 |
21 | 0.022458 | 0.3176 | 0.37556 |
22 | -0.045492 | -0.6434 | 0.260364 |
23 | 0.045281 | 0.6404 | 0.261331 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.250134 | -3.5374 | 0.000251 |
2 | -0.186947 | -2.6438 | 0.004424 |
3 | -0.075122 | -1.0624 | 0.144672 |
4 | -0.144787 | -2.0476 | 0.020954 |
5 | -0.112497 | -1.591 | 0.0566 |
6 | -0.126628 | -1.7908 | 0.03742 |
7 | -0.013781 | -0.1949 | 0.42284 |
8 | -0.16268 | -2.3006 | 0.011221 |
9 | -0.049296 | -0.6972 | 0.243259 |
10 | -0.020302 | -0.2871 | 0.38716 |
11 | -0.121898 | -1.7239 | 0.043136 |
12 | -0.045712 | -0.6465 | 0.259359 |
13 | -0.024916 | -0.3524 | 0.362466 |
14 | 0.022679 | 0.3207 | 0.374374 |
15 | -0.09513 | -1.3453 | 0.090019 |
16 | 0.018888 | 0.2671 | 0.394829 |
17 | 0.055517 | 0.7851 | 0.216652 |
18 | -0.127114 | -1.7977 | 0.036869 |
19 | -0.058973 | -0.834 | 0.202635 |
20 | -0.015527 | -0.2196 | 0.413208 |
21 | 0.022176 | 0.3136 | 0.377069 |
22 | -0.067421 | -0.9535 | 0.170748 |
23 | -0.009145 | -0.1293 | 0.448615 |