Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.200333 | -1.8251 | 0.03579 |
2 | -0.067335 | -0.6134 | 0.270629 |
3 | -0.110482 | -1.0065 | 0.15854 |
4 | -0.005098 | -0.0464 | 0.481533 |
5 | -0.150417 | -1.3704 | 0.087134 |
6 | -0.019136 | -0.1743 | 0.431013 |
7 | 0.147315 | 1.3421 | 0.091612 |
8 | -0.088189 | -0.8034 | 0.212008 |
9 | 0.196833 | 1.7932 | 0.038289 |
10 | 0.086703 | 0.7899 | 0.215917 |
11 | -0.092256 | -0.8405 | 0.201524 |
12 | -0.387897 | -3.5339 | 0.000336 |
13 | 0.033429 | 0.3046 | 0.380734 |
14 | 0.171766 | 1.5649 | 0.06071 |
15 | -0.011596 | -0.1056 | 0.45806 |
16 | 0.129247 | 1.1775 | 0.121182 |
17 | 0.047783 | 0.4353 | 0.33223 |
18 | -0.029536 | -0.2691 | 0.394264 |
19 | -0.028214 | -0.257 | 0.39889 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.200333 | -1.8251 | 0.03579 |
2 | -0.111961 | -1.02 | 0.155343 |
3 | -0.156052 | -1.4217 | 0.07943 |
4 | -0.078704 | -0.717 | 0.237685 |
5 | -0.214073 | -1.9503 | 0.027258 |
6 | -0.154576 | -1.4083 | 0.081395 |
7 | 0.048572 | 0.4425 | 0.329636 |
8 | -0.130301 | -1.1871 | 0.119288 |
9 | 0.152577 | 1.39 | 0.084116 |
10 | 0.175855 | 1.6021 | 0.056465 |
11 | -0.0091 | -0.0829 | 0.467064 |
12 | -0.358682 | -3.2677 | 0.000789 |
13 | -0.189175 | -1.7235 | 0.044264 |
14 | 0.10647 | 0.97 | 0.167435 |
15 | 0.035264 | 0.3213 | 0.374408 |
16 | 0.08795 | 0.8013 | 0.212634 |
17 | 0.028488 | 0.2595 | 0.397932 |
18 | -0.048859 | -0.4451 | 0.328695 |
19 | 0.057314 | 0.5222 | 0.301476 |