Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.140289 | 1.1904 | 0.118902 |
2 | -0.272958 | -2.3161 | 0.011701 |
3 | 0.172633 | 1.4648 | 0.073658 |
4 | 0.001615 | 0.0137 | 0.494553 |
5 | -0.034428 | -0.2921 | 0.385514 |
6 | 0.197239 | 1.6736 | 0.049272 |
7 | -0.006224 | -0.0528 | 0.479013 |
8 | 0.086649 | 0.7352 | 0.232289 |
9 | 0.155618 | 1.3205 | 0.095431 |
10 | -0.274311 | -2.3276 | 0.011374 |
11 | 0.076792 | 0.6516 | 0.258367 |
12 | 0.66264 | 5.6227 | 0 |
13 | 0.027428 | 0.2327 | 0.408315 |
14 | -0.284418 | -2.4134 | 0.009176 |
15 | 0.044232 | 0.3753 | 0.354264 |
16 | -0.0405 | -0.3437 | 0.366055 |
17 | -0.052849 | -0.4484 | 0.327593 |
18 | 0.045076 | 0.3825 | 0.351616 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.140289 | 1.1904 | 0.118902 |
2 | -0.298514 | -2.533 | 0.006745 |
3 | 0.295909 | 2.5109 | 0.007145 |
4 | -0.224346 | -1.9036 | 0.030477 |
5 | 0.217541 | 1.8459 | 0.034509 |
6 | 0.029594 | 0.2511 | 0.401222 |
7 | 0.00263 | 0.0223 | 0.491128 |
8 | 0.237534 | 2.0155 | 0.02379 |
9 | -0.068014 | -0.5771 | 0.282831 |
10 | -0.205634 | -1.7449 | 0.042638 |
11 | 0.313915 | 2.6637 | 0.004766 |
12 | 0.479743 | 4.0708 | 5.9e-05 |
13 | -0.146859 | -1.2461 | 0.108376 |
14 | -0.123656 | -1.0493 | 0.148784 |
15 | -0.176841 | -1.5005 | 0.068923 |
16 | 0.065916 | 0.5593 | 0.28884 |
17 | -0.069209 | -0.5873 | 0.279434 |
18 | -0.178375 | -1.5136 | 0.067258 |