Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.144912 | -1.0747 | 0.143601 |
2 | 0.093239 | 0.6915 | 0.246086 |
3 | -0.112157 | -0.8318 | 0.204565 |
4 | 0.037202 | 0.2759 | 0.39183 |
5 | 0.001169 | 0.0087 | 0.496558 |
6 | -0.245575 | -1.8212 | 0.037006 |
7 | -0.138711 | -1.0287 | 0.15406 |
8 | -0.135335 | -1.0037 | 0.159967 |
9 | -0.038071 | -0.2823 | 0.389371 |
10 | 0.20345 | 1.5088 | 0.068534 |
11 | -0.237686 | -1.7627 | 0.041751 |
12 | 0.185501 | 1.3757 | 0.087244 |
13 | 0.066801 | 0.4954 | 0.311144 |
14 | 0.235559 | 1.747 | 0.043114 |
15 | -0.134409 | -0.9968 | 0.161613 |
16 | 0.012956 | 0.0961 | 0.461903 |
17 | -0.026957 | -0.1999 | 0.42114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.144912 | -1.0747 | 0.143601 |
2 | 0.073789 | 0.5472 | 0.293215 |
3 | -0.091355 | -0.6775 | 0.250462 |
4 | 0.00407 | 0.0302 | 0.488016 |
5 | 0.022609 | 0.1677 | 0.433729 |
6 | -0.264754 | -1.9635 | 0.027328 |
7 | -0.221631 | -1.6437 | 0.052976 |
8 | -0.174877 | -1.2969 | 0.100036 |
9 | -0.152152 | -1.1284 | 0.132027 |
10 | 0.183447 | 1.3605 | 0.089614 |
11 | -0.232512 | -1.7244 | 0.04513 |
12 | 0.0087 | 0.0645 | 0.474396 |
13 | 0.087357 | 0.6479 | 0.259886 |
14 | 0.087875 | 0.6517 | 0.258655 |
15 | -0.173129 | -1.284 | 0.102269 |
16 | 0.013816 | 0.1025 | 0.459381 |
17 | -0.06689 | -0.4961 | 0.310911 |