Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.243728 | -1.635 | 0.054515 |
2 | 0.138719 | 0.9306 | 0.178524 |
3 | 0.00837 | 0.0561 | 0.477735 |
4 | 0.291049 | 1.9524 | 0.028563 |
5 | -0.103181 | -0.6922 | 0.246197 |
6 | -0.173061 | -1.1609 | 0.125897 |
7 | 0.255001 | 1.7106 | 0.047021 |
8 | -0.285695 | -1.9165 | 0.030833 |
9 | 0.289763 | 1.9438 | 0.029095 |
10 | -0.250304 | -1.6791 | 0.050033 |
11 | 0.292178 | 1.96 | 0.028103 |
12 | -0.309274 | -2.0747 | 0.021882 |
13 | 0.146461 | 0.9825 | 0.165556 |
14 | -0.040484 | -0.2716 | 0.393594 |
15 | -0.104534 | -0.7012 | 0.243384 |
16 | -0.055723 | -0.3738 | 0.355153 |
17 | -0.205059 | -1.3756 | 0.08788 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.243728 | -1.635 | 0.054515 |
2 | 0.084325 | 0.5657 | 0.287213 |
3 | 0.064119 | 0.4301 | 0.334579 |
4 | 0.317081 | 2.127 | 0.019466 |
5 | 0.032316 | 0.2168 | 0.41468 |
6 | -0.306899 | -2.0587 | 0.022668 |
7 | 0.140553 | 0.9429 | 0.175395 |
8 | -0.284631 | -1.9094 | 0.031302 |
9 | 0.309142 | 2.0738 | 0.021926 |
10 | -0.02482 | -0.1665 | 0.434257 |
11 | 0.136938 | 0.9186 | 0.1816 |
12 | -0.210219 | -1.4102 | 0.082679 |
13 | -0.108258 | -0.7262 | 0.235733 |
14 | -0.035796 | -0.2401 | 0.405661 |
15 | -0.037297 | -0.2502 | 0.401787 |
16 | -0.105714 | -0.7092 | 0.240945 |
17 | -0.074201 | -0.4978 | 0.31054 |