Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.439783 | -3.4629 | 0.000487 |
2 | -0.025308 | -0.1993 | 0.42135 |
3 | -0.006337 | -0.0499 | 0.480181 |
4 | -0.131059 | -1.032 | 0.15305 |
5 | 0.216609 | 1.7056 | 0.046546 |
6 | -0.001855 | -0.0146 | 0.494196 |
7 | -0.125075 | -0.9848 | 0.164265 |
8 | -0.089179 | -0.7022 | 0.242593 |
9 | 0.29259 | 2.3039 | 0.012298 |
10 | -0.175512 | -1.382 | 0.085968 |
11 | 0.038871 | 0.3061 | 0.380287 |
12 | -0.064769 | -0.51 | 0.305933 |
13 | -0.159611 | -1.2568 | 0.106775 |
14 | 0.392086 | 3.0873 | 0.00151 |
15 | -0.229945 | -1.8106 | 0.037525 |
16 | -0.024 | -0.189 | 0.425365 |
17 | 0.029401 | 0.2315 | 0.408842 |
18 | 0.072629 | 0.5719 | 0.284736 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.439783 | -3.4629 | 0.000487 |
2 | -0.271162 | -2.1351 | 0.018355 |
3 | -0.186994 | -1.4724 | 0.072986 |
4 | -0.314314 | -2.4749 | 0.008038 |
5 | -0.033771 | -0.2659 | 0.395595 |
6 | 0.081607 | 0.6426 | 0.261436 |
7 | -0.055168 | -0.4344 | 0.332755 |
8 | -0.243368 | -1.9163 | 0.029971 |
9 | 0.21758 | 1.7132 | 0.045834 |
10 | 0.038677 | 0.3045 | 0.380866 |
11 | -0.046663 | -0.3674 | 0.357276 |
12 | -0.077526 | -0.6104 | 0.271902 |
13 | -0.205119 | -1.6151 | 0.055682 |
14 | 0.141673 | 1.1155 | 0.134464 |
15 | -0.082508 | -0.6497 | 0.259153 |
16 | -0.122284 | -0.9629 | 0.169678 |
17 | -0.006352 | -0.05 | 0.480134 |
18 | 0.169827 | 1.3372 | 0.093018 |