Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.063275 | -0.4777 | 0.317341 |
2 | -0.204357 | -1.5429 | 0.0642 |
3 | -0.192155 | -1.4507 | 0.076167 |
4 | 0.025648 | 0.1936 | 0.423575 |
5 | 0.023089 | 0.1743 | 0.431118 |
6 | -0.033977 | -0.2565 | 0.399235 |
7 | -0.139452 | -1.0528 | 0.148428 |
8 | -0.116616 | -0.8804 | 0.191162 |
9 | 0.10108 | 0.7631 | 0.224263 |
10 | 0.150237 | 1.1343 | 0.130715 |
11 | 0.045642 | 0.3446 | 0.365835 |
12 | 0.014072 | 0.1062 | 0.457882 |
13 | -0.108811 | -0.8215 | 0.20739 |
14 | -0.025167 | -0.19 | 0.42499 |
15 | -0.028657 | -0.2164 | 0.414743 |
16 | 0.125157 | 0.9449 | 0.174346 |
17 | -0.072921 | -0.5505 | 0.292049 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.063275 | -0.4777 | 0.317341 |
2 | -0.209198 | -1.5794 | 0.059888 |
3 | -0.232072 | -1.7521 | 0.042567 |
4 | -0.065971 | -0.4981 | 0.310176 |
5 | -0.081459 | -0.615 | 0.2705 |
6 | -0.106418 | -0.8034 | 0.212529 |
7 | -0.201854 | -1.524 | 0.066523 |
8 | -0.248021 | -1.8725 | 0.033134 |
9 | -0.097924 | -0.7393 | 0.231377 |
10 | -0.033788 | -0.2551 | 0.399786 |
11 | -0.038644 | -0.2918 | 0.385767 |
12 | 0.03126 | 0.236 | 0.407135 |
13 | -0.106592 | -0.8047 | 0.212154 |
14 | -0.084744 | -0.6398 | 0.262433 |
15 | -0.137854 | -1.0408 | 0.151187 |
16 | 0.042581 | 0.3215 | 0.374512 |
17 | -0.072902 | -0.5504 | 0.292098 |