Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.021843 | -0.162 | 0.435951 |
2 | -0.007143 | -0.053 | 0.478973 |
3 | 0.14231 | 1.0554 | 0.147929 |
4 | 0.002768 | 0.0205 | 0.491848 |
5 | 0.248116 | 1.8401 | 0.035578 |
6 | 0.08682 | 0.6439 | 0.261167 |
7 | -0.31281 | -2.3199 | 0.012043 |
8 | -0.010889 | -0.0808 | 0.467964 |
9 | 0.056537 | 0.4193 | 0.338319 |
10 | -0.116859 | -0.8667 | 0.194949 |
11 | 0.137169 | 1.0173 | 0.156739 |
12 | -0.363628 | -2.6967 | 0.004638 |
13 | 0.112018 | 0.8307 | 0.204854 |
14 | 0.232971 | 1.7278 | 0.044821 |
15 | -0.015316 | -0.1136 | 0.454989 |
16 | -0.032765 | -0.243 | 0.404459 |
17 | 0.024794 | 0.1839 | 0.427394 |
18 | -0.000852 | -0.0063 | 0.497491 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.021843 | -0.162 | 0.435951 |
2 | -0.007624 | -0.0565 | 0.477559 |
3 | 0.142062 | 1.0536 | 0.148345 |
4 | 0.009004 | 0.0668 | 0.473503 |
5 | 0.255332 | 1.8936 | 0.031772 |
6 | 0.085527 | 0.6343 | 0.264262 |
7 | -0.327506 | -2.4289 | 0.009221 |
8 | -0.118095 | -0.8758 | 0.19247 |
9 | 0.03002 | 0.2226 | 0.412321 |
10 | -0.105688 | -0.7838 | 0.218259 |
11 | 0.154153 | 1.1432 | 0.128947 |
12 | -0.255383 | -1.894 | 0.031746 |
13 | 0.26853 | 1.9915 | 0.025702 |
14 | 0.145401 | 1.0783 | 0.142798 |
15 | 0.084853 | 0.6293 | 0.265882 |
16 | -0.118991 | -0.8825 | 0.190684 |
17 | 0.021307 | 0.158 | 0.437511 |
18 | -0.00324 | -0.024 | 0.490459 |