Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.078036 | 0.6529 | 0.257981 |
2 | -0.213502 | -1.7863 | 0.039192 |
3 | 0.048007 | 0.4017 | 0.344582 |
4 | 0.036222 | 0.3031 | 0.381372 |
5 | -0.111835 | -0.9357 | 0.176328 |
6 | -0.01834 | -0.1534 | 0.439245 |
7 | 0.024546 | 0.2054 | 0.41894 |
8 | -0.106293 | -0.8893 | 0.18844 |
9 | 0.014 | 0.1171 | 0.453545 |
10 | -0.099215 | -0.8301 | 0.204656 |
11 | 0.039066 | 0.3268 | 0.372379 |
12 | 0.103609 | 0.8669 | 0.194491 |
13 | 0.053838 | 0.4504 | 0.326893 |
14 | -0.0632 | -0.5288 | 0.29932 |
15 | 0.146023 | 1.2217 | 0.112956 |
16 | 0.16675 | 1.3951 | 0.083694 |
17 | -0.152639 | -1.2771 | 0.102899 |
18 | -0.132904 | -1.112 | 0.134981 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.078036 | 0.6529 | 0.257981 |
2 | -0.220937 | -1.8485 | 0.034377 |
3 | 0.090533 | 0.7575 | 0.22566 |
4 | -0.027077 | -0.2265 | 0.410719 |
5 | -0.088234 | -0.7382 | 0.231424 |
6 | 0.002824 | 0.0236 | 0.490609 |
7 | -0.021257 | -0.1778 | 0.429677 |
8 | -0.104879 | -0.8775 | 0.191614 |
9 | 0.044909 | 0.3757 | 0.354126 |
10 | -0.177391 | -1.4842 | 0.071128 |
11 | 0.104001 | 0.8701 | 0.193601 |
12 | 0.029554 | 0.2473 | 0.402714 |
13 | 0.061394 | 0.5137 | 0.304555 |
14 | -0.047937 | -0.4011 | 0.344795 |
15 | 0.173944 | 1.4553 | 0.075025 |
16 | 0.098729 | 0.826 | 0.205798 |
17 | -0.091451 | -0.7651 | 0.223382 |
18 | -0.09483 | -0.7934 | 0.215111 |