Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.069616 | 0.5907 | 0.278281 |
2 | -0.237467 | -2.015 | 0.023821 |
3 | 0.065734 | 0.5578 | 0.289365 |
4 | -0.143035 | -1.2137 | 0.114415 |
5 | -0.210745 | -1.7882 | 0.038973 |
6 | 0.070471 | 0.598 | 0.275869 |
7 | -0.100935 | -0.8565 | 0.197293 |
8 | -0.053624 | -0.455 | 0.325234 |
9 | 0.118363 | 1.0043 | 0.159288 |
10 | -0.113681 | -0.9646 | 0.168983 |
11 | 0.116397 | 0.9877 | 0.163313 |
12 | 0.466638 | 3.9596 | 8.7e-05 |
13 | -0.040597 | -0.3445 | 0.365746 |
14 | -0.27176 | -2.306 | 0.011998 |
15 | 0.056152 | 0.4765 | 0.317594 |
16 | -0.131249 | -1.1137 | 0.134559 |
17 | -0.17815 | -1.5117 | 0.0675 |
18 | 0.047122 | 0.3998 | 0.345227 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.069616 | 0.5907 | 0.278281 |
2 | -0.243493 | -2.0661 | 0.021208 |
3 | 0.110283 | 0.9358 | 0.176256 |
4 | -0.236013 | -2.0026 | 0.024491 |
5 | -0.138865 | -1.1783 | 0.121277 |
6 | 0.003509 | 0.0298 | 0.488165 |
7 | -0.205533 | -1.744 | 0.042713 |
8 | -0.005323 | -0.0452 | 0.482049 |
9 | -0.038661 | -0.3281 | 0.371912 |
10 | -0.180454 | -1.5312 | 0.065051 |
11 | 0.181644 | 1.5413 | 0.063814 |
12 | 0.350557 | 2.9746 | 0.001995 |
13 | -0.014839 | -0.1259 | 0.450077 |
14 | -0.121724 | -1.0329 | 0.152562 |
15 | 0.044451 | 0.3772 | 0.353576 |
16 | -0.055449 | -0.4705 | 0.31971 |
17 | -0.033212 | -0.2818 | 0.389447 |
18 | -0.08339 | -0.7076 | 0.240743 |