Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.085651 | -0.6466 | 0.260228 |
2 | -0.038335 | -0.2894 | 0.386654 |
3 | -0.06786 | -0.5123 | 0.305199 |
4 | -0.145992 | -1.1022 | 0.137501 |
5 | 0.07478 | 0.5646 | 0.287288 |
6 | -0.232557 | -1.7558 | 0.04225 |
7 | 0.161358 | 1.2182 | 0.114078 |
8 | -0.236061 | -1.7822 | 0.04002 |
9 | 0.010702 | 0.0808 | 0.467944 |
10 | -0.096398 | -0.7278 | 0.234861 |
11 | -9e-04 | -0.0068 | 0.497302 |
12 | 0.610873 | 4.612 | 1.2e-05 |
13 | -0.016346 | -0.1234 | 0.451108 |
14 | -0.061554 | -0.4647 | 0.321951 |
15 | -0.108155 | -0.8166 | 0.208792 |
16 | -0.209846 | -1.5843 | 0.059329 |
17 | 0.083165 | 0.6279 | 0.266294 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.085651 | -0.6466 | 0.260228 |
2 | -0.046009 | -0.3474 | 0.364801 |
3 | -0.075952 | -0.5734 | 0.284307 |
4 | -0.163313 | -1.233 | 0.111321 |
5 | 0.039358 | 0.2971 | 0.383716 |
6 | -0.25321 | -1.9117 | 0.030473 |
7 | 0.11031 | 0.8328 | 0.204211 |
8 | -0.29866 | -2.2548 | 0.014001 |
9 | -0.01619 | -0.1222 | 0.451573 |
10 | -0.26968 | -2.036 | 0.023202 |
11 | 0.018427 | 0.1391 | 0.444922 |
12 | 0.505564 | 3.8169 | 0.000168 |
13 | 0.163914 | 1.2375 | 0.110483 |
14 | -0.161131 | -1.2165 | 0.114402 |
15 | 0.018803 | 0.142 | 0.443808 |
16 | -0.344694 | -2.6024 | 0.005889 |
17 | 0.147734 | 1.1154 | 0.134687 |