Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.013567 | 0.1051 | 0.458327 |
2 | 0.037345 | 0.2893 | 0.386685 |
3 | -0.112831 | -0.874 | 0.192807 |
4 | -0.054997 | -0.426 | 0.335813 |
5 | -0.100539 | -0.7788 | 0.219588 |
6 | -0.054178 | -0.4197 | 0.338115 |
7 | 0.02989 | 0.2315 | 0.408847 |
8 | 0.031863 | 0.2468 | 0.402948 |
9 | -0.006407 | -0.0496 | 0.480292 |
10 | 0.065387 | 0.5065 | 0.307186 |
11 | 0.16197 | 1.2546 | 0.107242 |
12 | -0.375694 | -2.9101 | 0.002531 |
13 | -0.099095 | -0.7676 | 0.222871 |
14 | -0.018046 | -0.1398 | 0.444649 |
15 | 0.015043 | 0.1165 | 0.453814 |
16 | -0.032456 | -0.2514 | 0.401179 |
17 | -0.045505 | -0.3525 | 0.362857 |
18 | 0.047682 | 0.3693 | 0.356585 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.013567 | 0.1051 | 0.458327 |
2 | 0.037168 | 0.2879 | 0.387208 |
3 | -0.114001 | -0.883 | 0.190367 |
4 | -0.053724 | -0.4161 | 0.339396 |
5 | -0.091975 | -0.7124 | 0.239477 |
6 | -0.062612 | -0.485 | 0.314725 |
7 | 0.025537 | 0.1978 | 0.421932 |
8 | 0.011129 | 0.0862 | 0.465794 |
9 | -0.03248 | -0.2516 | 0.401109 |
10 | 0.056984 | 0.4414 | 0.330257 |
11 | 0.164898 | 1.2773 | 0.10321 |
12 | -0.404067 | -3.1299 | 0.00135 |
13 | -0.08786 | -0.6806 | 0.249383 |
14 | 0.085631 | 0.6633 | 0.25484 |
15 | -0.061928 | -0.4797 | 0.316594 |
16 | -0.080655 | -0.6248 | 0.267251 |
17 | -0.105153 | -0.8145 | 0.209287 |
18 | -0.015169 | -0.1175 | 0.45343 |