Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.263807 | 1.7299 | 0.045411 |
2 | 0.09085 | 0.5957 | 0.277234 |
3 | -0.075858 | -0.4974 | 0.310708 |
4 | -0.129147 | -0.8469 | 0.200877 |
5 | -0.179523 | -1.1772 | 0.122793 |
6 | 0.149177 | 0.9782 | 0.166719 |
7 | 0.181612 | 1.1909 | 0.120111 |
8 | 0.070122 | 0.4598 | 0.32398 |
9 | -0.006008 | -0.0394 | 0.484379 |
10 | 0.038134 | 0.2501 | 0.401866 |
11 | -0.289609 | -1.8991 | 0.032137 |
12 | -0.072124 | -0.4729 | 0.319321 |
13 | 0.063399 | 0.4157 | 0.339836 |
14 | 0.031082 | 0.2038 | 0.41973 |
15 | -0.025134 | -0.1648 | 0.434931 |
16 | -0.022682 | -0.1487 | 0.441229 |
17 | -0.052622 | -0.3451 | 0.365865 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.263807 | 1.7299 | 0.045411 |
2 | 0.022846 | 0.1498 | 0.440806 |
3 | -0.11324 | -0.7426 | 0.230891 |
4 | -0.091776 | -0.6018 | 0.275228 |
5 | -0.121505 | -0.7968 | 0.214983 |
6 | 0.255752 | 1.6771 | 0.050392 |
7 | 0.105067 | 0.689 | 0.24727 |
8 | -0.080881 | -0.5304 | 0.299291 |
9 | -0.050457 | -0.3309 | 0.371176 |
10 | 0.095629 | 0.6271 | 0.266961 |
11 | -0.260996 | -1.7115 | 0.0471 |
12 | 0.077905 | 0.5109 | 0.306031 |
13 | 0.087175 | 0.5716 | 0.285269 |
14 | -0.080274 | -0.5264 | 0.300661 |
15 | -0.055796 | -0.3659 | 0.358124 |
16 | -0.111855 | -0.7335 | 0.233622 |
17 | 0.090644 | 0.5944 | 0.277682 |