Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.16484 | -1.2662 | 0.105216 |
2 | -0.074458 | -0.5719 | 0.284774 |
3 | 0.079203 | 0.6084 | 0.27264 |
4 | 0.043926 | 0.3374 | 0.368507 |
5 | 0.065702 | 0.5047 | 0.307837 |
6 | -0.110665 | -0.85 | 0.199371 |
7 | 0.106537 | 0.8183 | 0.208232 |
8 | 0.026261 | 0.2017 | 0.420417 |
9 | -0.097985 | -0.7526 | 0.22733 |
10 | -0.091244 | -0.7009 | 0.243074 |
11 | 0.142048 | 1.0911 | 0.139834 |
12 | 0.017248 | 0.1325 | 0.447525 |
13 | 0.03243 | 0.2491 | 0.402074 |
14 | -0.051486 | -0.3955 | 0.346961 |
15 | 0.114756 | 0.8815 | 0.190823 |
16 | -0.028798 | -0.2212 | 0.41285 |
17 | -0.022452 | -0.1725 | 0.431834 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.16484 | -1.2662 | 0.105216 |
2 | -0.104469 | -0.8024 | 0.212759 |
3 | 0.050328 | 0.3866 | 0.35023 |
4 | 0.061607 | 0.4732 | 0.318904 |
5 | 0.099778 | 0.7664 | 0.223244 |
6 | -0.081796 | -0.6283 | 0.26612 |
7 | 0.081357 | 0.6249 | 0.267218 |
8 | 0.029478 | 0.2264 | 0.410826 |
9 | -0.07253 | -0.5571 | 0.289779 |
10 | -0.134911 | -1.0363 | 0.152153 |
11 | 0.098869 | 0.7594 | 0.22531 |
12 | 0.03376 | 0.2593 | 0.398147 |
13 | 0.106944 | 0.8215 | 0.207347 |
14 | -0.028151 | -0.2162 | 0.414777 |
15 | 0.104389 | 0.8018 | 0.212936 |
16 | -0.042445 | -0.326 | 0.37278 |
17 | 0.023918 | 0.1837 | 0.427434 |