Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.499656 | -3.7055 | 0.000246 |
2 | 0.295678 | 2.1928 | 0.016285 |
3 | -0.264763 | -1.9635 | 0.027324 |
4 | 0.082638 | 0.6129 | 0.271249 |
5 | -0.021712 | -0.161 | 0.436335 |
6 | 0.074972 | 0.556 | 0.29023 |
7 | -0.147892 | -1.0968 | 0.138754 |
8 | 0.075459 | 0.5596 | 0.289006 |
9 | 0.11329 | 0.8402 | 0.202222 |
10 | -0.132761 | -0.9846 | 0.164571 |
11 | 0.179671 | 1.3325 | 0.094099 |
12 | -0.425017 | -3.152 | 0.001312 |
13 | 0.151682 | 1.1249 | 0.132758 |
14 | -0.064027 | -0.4748 | 0.318392 |
15 | 0.067801 | 0.5028 | 0.308548 |
16 | -0.001858 | -0.0138 | 0.494528 |
17 | -0.028948 | -0.2147 | 0.415404 |
18 | -0.09464 | -0.7019 | 0.24286 |
19 | 0.184718 | 1.3699 | 0.088142 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.499656 | -3.7055 | 0.000246 |
2 | 0.061334 | 0.4549 | 0.325498 |
3 | -0.127678 | -0.9469 | 0.17392 |
4 | -0.141011 | -1.0458 | 0.150123 |
5 | 0.006727 | 0.0499 | 0.480195 |
6 | 0.079677 | 0.5909 | 0.278504 |
7 | -0.149456 | -1.1084 | 0.136257 |
8 | -0.072121 | -0.5349 | 0.29745 |
9 | 0.260154 | 1.9294 | 0.029426 |
10 | -0.061461 | -0.4558 | 0.325162 |
11 | 0.044363 | 0.329 | 0.371702 |
12 | -0.320161 | -2.3744 | 0.010548 |
13 | -0.292914 | -2.1723 | 0.01708 |
14 | -0.037925 | -0.2813 | 0.389784 |
15 | -0.077412 | -0.5741 | 0.284118 |
16 | -0.022414 | -0.1662 | 0.434295 |
17 | -0.072285 | -0.5361 | 0.297033 |
18 | -0.187774 | -1.3926 | 0.084677 |
19 | 0.031346 | 0.2325 | 0.408518 |