Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.01287 | 0.0997 | 0.460461 |
2 | 0.038925 | 0.3015 | 0.382033 |
3 | -0.111836 | -0.8663 | 0.194893 |
4 | -0.053742 | -0.4163 | 0.339343 |
5 | -0.101472 | -0.786 | 0.217481 |
6 | -0.054887 | -0.4252 | 0.336122 |
7 | 0.029233 | 0.2264 | 0.410815 |
8 | 0.0339 | 0.2626 | 0.396883 |
9 | -0.006185 | -0.0479 | 0.480976 |
10 | 0.065954 | 0.5109 | 0.305657 |
11 | 0.159867 | 1.2383 | 0.11021 |
12 | -0.376696 | -2.9179 | 0.002477 |
13 | -0.098666 | -0.7643 | 0.223853 |
14 | -0.017981 | -0.1393 | 0.444848 |
15 | 0.015504 | 0.1201 | 0.452405 |
16 | -0.033643 | -0.2606 | 0.397649 |
17 | -0.043105 | -0.3339 | 0.369812 |
18 | 0.047887 | 0.3709 | 0.355998 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.01287 | 0.0997 | 0.460461 |
2 | 0.038766 | 0.3003 | 0.382501 |
3 | -0.113005 | -0.8753 | 0.192441 |
4 | -0.052738 | -0.4085 | 0.342178 |
5 | -0.092711 | -0.7181 | 0.237731 |
6 | -0.063084 | -0.4886 | 0.313437 |
7 | 0.025557 | 0.198 | 0.42187 |
8 | 0.013623 | 0.1055 | 0.458156 |
9 | -0.032182 | -0.2493 | 0.401996 |
10 | 0.057106 | 0.4423 | 0.329917 |
11 | 0.16298 | 1.2624 | 0.105838 |
12 | -0.404797 | -3.1355 | 0.001328 |
13 | -0.087774 | -0.6799 | 0.249592 |
14 | 0.086311 | 0.6686 | 0.25317 |
15 | -0.061045 | -0.4729 | 0.319018 |
16 | -0.0807 | -0.6251 | 0.267139 |
17 | -0.102199 | -0.7916 | 0.215848 |
18 | -0.015808 | -0.1224 | 0.451477 |