Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.256175 | -1.9677 | 0.026903 |
2 | 0.001837 | 0.0141 | 0.494395 |
3 | -0.110343 | -0.8476 | 0.200055 |
4 | -0.148889 | -1.1436 | 0.128697 |
5 | 0.042128 | 0.3236 | 0.373695 |
6 | 0.059118 | 0.4541 | 0.325714 |
7 | -0.070512 | -0.5416 | 0.295063 |
8 | -0.000779 | -0.006 | 0.497624 |
9 | 0.24484 | 1.8807 | 0.032479 |
10 | -0.067721 | -0.5202 | 0.302443 |
11 | -0.037293 | -0.2865 | 0.387768 |
12 | -0.310973 | -2.3886 | 0.010065 |
13 | -0.062582 | -0.4807 | 0.316253 |
14 | -0.003676 | -0.0282 | 0.488785 |
15 | 0.339641 | 2.6088 | 0.005747 |
16 | -0.221421 | -1.7008 | 0.047127 |
17 | 0.092293 | 0.7089 | 0.240585 |
18 | 0.054689 | 0.4201 | 0.337978 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.256175 | -1.9677 | 0.026903 |
2 | -0.068269 | -0.5244 | 0.300988 |
3 | -0.13691 | -1.0516 | 0.14863 |
4 | -0.235589 | -1.8096 | 0.037727 |
5 | -0.091892 | -0.7058 | 0.241534 |
6 | 0.004951 | 0.038 | 0.484897 |
7 | -0.12169 | -0.9347 | 0.176872 |
8 | -0.107944 | -0.8291 | 0.205185 |
9 | 0.250642 | 1.9252 | 0.029513 |
10 | 0.084705 | 0.6506 | 0.258904 |
11 | -0.056979 | -0.4377 | 0.331614 |
12 | -0.339678 | -2.6091 | 0.005742 |
13 | -0.222522 | -1.7092 | 0.046332 |
14 | -0.225664 | -1.7334 | 0.044128 |
15 | 0.169271 | 1.3002 | 0.099296 |
16 | -0.257309 | -1.9764 | 0.026393 |
17 | -0.117958 | -0.9061 | 0.184297 |
18 | 0.058703 | 0.4509 | 0.326854 |