Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.400271 | -3.5577 | 0.000318 |
2 | 0.020034 | 0.1781 | 0.429563 |
3 | -0.166789 | -1.4825 | 0.071099 |
4 | 0.04629 | 0.4114 | 0.340934 |
5 | 0.055048 | 0.4893 | 0.313 |
6 | 0.007138 | 0.0634 | 0.474786 |
7 | 0.029139 | 0.259 | 0.398158 |
8 | -0.079331 | -0.7051 | 0.241408 |
9 | 0.138564 | 1.2316 | 0.110879 |
10 | -0.120327 | -1.0695 | 0.144053 |
11 | -0.09902 | -0.8801 | 0.190736 |
12 | 0.172803 | 1.5359 | 0.064278 |
13 | -0.026325 | -0.234 | 0.407801 |
14 | 0.006912 | 0.0614 | 0.475583 |
15 | -0.087963 | -0.7818 | 0.218325 |
16 | 0.05104 | 0.4537 | 0.325661 |
17 | -0.107422 | -0.9548 | 0.171298 |
18 | 0.106605 | 0.9475 | 0.173131 |
19 | 0.070427 | 0.626 | 0.26657 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.400271 | -3.5577 | 0.000318 |
2 | -0.166928 | -1.4837 | 0.070935 |
3 | -0.274685 | -2.4415 | 0.008432 |
4 | -0.189851 | -1.6874 | 0.047732 |
5 | -0.063115 | -0.561 | 0.2882 |
6 | -0.041738 | -0.371 | 0.355824 |
7 | 0.025233 | 0.2243 | 0.411562 |
8 | -0.040211 | -0.3574 | 0.360872 |
9 | 0.140139 | 1.2456 | 0.1083 |
10 | 0.012773 | 0.1135 | 0.454949 |
11 | -0.189076 | -1.6805 | 0.048401 |
12 | 0.075634 | 0.6723 | 0.251692 |
13 | 0.043741 | 0.3888 | 0.349244 |
14 | -0.024573 | -0.2184 | 0.413836 |
15 | -0.054753 | -0.4867 | 0.313924 |
16 | 0.011963 | 0.1063 | 0.457795 |
17 | -0.1379 | -1.2257 | 0.111979 |
18 | -0.071438 | -0.635 | 0.263647 |
19 | 0.113853 | 1.012 | 0.157325 |