Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.02433 | -0.1668 | 0.434122 |
2 | -0.065708 | -0.4505 | 0.327221 |
3 | 0.176737 | 1.2116 | 0.115852 |
4 | 0.268319 | 1.8395 | 0.036081 |
5 | -0.131177 | -0.8993 | 0.186537 |
6 | 0.019368 | 0.1328 | 0.447468 |
7 | 0.132944 | 0.9114 | 0.183363 |
8 | 0.045258 | 0.3103 | 0.378861 |
9 | -0.21524 | -1.4756 | 0.073358 |
10 | -0.096106 | -0.6589 | 0.256598 |
11 | 0.02353 | 0.1613 | 0.436269 |
12 | -0.310238 | -2.1269 | 0.019354 |
13 | -0.220042 | -1.5085 | 0.069056 |
14 | 0.09018 | 0.6182 | 0.2697 |
15 | -0.196727 | -1.3487 | 0.091949 |
16 | -0.064681 | -0.4434 | 0.329745 |
17 | -0.100953 | -0.6921 | 0.246141 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.02433 | -0.1668 | 0.434122 |
2 | -0.066339 | -0.4548 | 0.325674 |
3 | 0.174288 | 1.1949 | 0.119069 |
4 | 0.280932 | 1.926 | 0.030084 |
5 | -0.098771 | -0.6771 | 0.250819 |
6 | 0.007731 | 0.053 | 0.478978 |
7 | 0.032553 | 0.2232 | 0.412185 |
8 | 0.020768 | 0.1424 | 0.443694 |
9 | -0.171494 | -1.1757 | 0.122817 |
10 | -0.181637 | -1.2452 | 0.109608 |
11 | -0.060156 | -0.4124 | 0.340957 |
12 | -0.312854 | -2.1448 | 0.018584 |
13 | -0.167401 | -1.1476 | 0.128462 |
14 | 0.076844 | 0.5268 | 0.3004 |
15 | -0.166863 | -1.144 | 0.129217 |
16 | 0.203407 | 1.3945 | 0.084864 |
17 | -0.06079 | -0.4168 | 0.339378 |