Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.08128 | 0.6028 | 0.274563 |
2 | 0.087967 | 0.6524 | 0.258436 |
3 | 0.186389 | 1.3823 | 0.086234 |
4 | -0.094964 | -0.7043 | 0.242117 |
5 | 0.108238 | 0.8027 | 0.212797 |
6 | 0.127288 | 0.944 | 0.174651 |
7 | -0.099315 | -0.7365 | 0.232266 |
8 | -0.004789 | -0.0355 | 0.485898 |
9 | 0.047392 | 0.3515 | 0.363289 |
10 | -0.049421 | -0.3665 | 0.357693 |
11 | -0.116696 | -0.8654 | 0.195278 |
12 | -0.021602 | -0.1602 | 0.436653 |
13 | -0.160251 | -1.1885 | 0.119881 |
14 | -0.192727 | -1.4293 | 0.079287 |
15 | 0.182844 | 1.356 | 0.090319 |
16 | 0.022348 | 0.1657 | 0.434485 |
17 | -0.084461 | -0.6264 | 0.266828 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.08128 | 0.6028 | 0.274563 |
2 | 0.081902 | 0.6074 | 0.273042 |
3 | 0.175497 | 1.3015 | 0.099253 |
4 | -0.132287 | -0.9811 | 0.165428 |
5 | 0.102444 | 0.7597 | 0.225326 |
6 | 0.100839 | 0.7478 | 0.22887 |
7 | -0.10028 | -0.7437 | 0.230114 |
8 | -0.058988 | -0.4375 | 0.331744 |
9 | 0.060376 | 0.4478 | 0.328043 |
10 | -0.004519 | -0.0335 | 0.486694 |
11 | -0.175718 | -1.3032 | 0.098975 |
12 | -0.00719 | -0.0533 | 0.478833 |
13 | -0.088376 | -0.6554 | 0.257467 |
14 | -0.170369 | -1.2635 | 0.105871 |
15 | 0.224744 | 1.6667 | 0.050625 |
16 | 0.124453 | 0.923 | 0.180027 |
17 | -0.114916 | -0.8522 | 0.198889 |