Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.024915 | -0.7298 | 0.232852 |
2 | 0.112229 | 3.2874 | 0.000526 |
3 | 0.048871 | 1.4315 | 0.076325 |
4 | 0.120226 | 3.5216 | 0.000226 |
5 | -0.018618 | -0.5454 | 0.292825 |
6 | 0.044166 | 1.2937 | 0.098062 |
7 | 0.011865 | 0.3476 | 0.364132 |
8 | -0.022785 | -0.6674 | 0.252345 |
9 | 0.061961 | 1.815 | 0.03494 |
10 | 0.061533 | 1.8024 | 0.035917 |
11 | -0.006263 | -0.1835 | 0.427243 |
12 | -0.020492 | -0.6003 | 0.274246 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.024915 | -0.7298 | 0.232852 |
2 | 0.111677 | 3.2712 | 0.000557 |
3 | 0.054855 | 1.6068 | 0.054234 |
4 | 0.112104 | 3.2837 | 0.000533 |
5 | -0.023774 | -0.6964 | 0.243187 |
6 | 0.015781 | 0.4623 | 0.322008 |
7 | 0.005776 | 0.1692 | 0.43285 |
8 | -0.040546 | -1.1877 | 0.117648 |
9 | 0.061606 | 1.8045 | 0.035748 |
10 | 0.065552 | 1.9201 | 0.027587 |
11 | -0.012456 | -0.3648 | 0.357658 |
12 | -0.034887 | -1.0219 | 0.153561 |