Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.089394 | -0.7372 | 0.23178 |
2 | 0.012906 | 0.1064 | 0.457778 |
3 | 0.206123 | 1.6997 | 0.046876 |
4 | -0.028703 | -0.2367 | 0.406804 |
5 | -0.171166 | -1.4115 | 0.081332 |
6 | 0.03949 | 0.3256 | 0.372846 |
7 | -0.204949 | -1.6901 | 0.047798 |
8 | -0.134776 | -1.1114 | 0.135157 |
9 | -0.059457 | -0.4903 | 0.312751 |
10 | -0.151087 | -1.2459 | 0.108539 |
11 | -0.109763 | -0.9051 | 0.184297 |
12 | 0.224057 | 1.8476 | 0.034504 |
13 | -0.064981 | -0.5358 | 0.296906 |
14 | 0.03136 | 0.2586 | 0.398361 |
15 | 0.128539 | 1.06 | 0.146457 |
16 | 0.000204 | 0.0017 | 0.499332 |
17 | 0.034331 | 0.2831 | 0.38898 |
18 | -0.031629 | -0.2608 | 0.397509 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.089394 | -0.7372 | 0.23178 |
2 | 0.004954 | 0.0409 | 0.483765 |
3 | 0.209392 | 1.7267 | 0.044382 |
4 | 0.008708 | 0.0718 | 0.471482 |
5 | -0.190373 | -1.5699 | 0.060545 |
6 | -0.038582 | -0.3182 | 0.375671 |
7 | -0.201113 | -1.6584 | 0.05092 |
8 | -0.112062 | -0.9241 | 0.179354 |
9 | -0.085602 | -0.7059 | 0.241335 |
10 | -0.128071 | -1.0561 | 0.147331 |
11 | -0.111888 | -0.9226 | 0.179726 |
12 | 0.188161 | 1.5516 | 0.062698 |
13 | -0.003371 | -0.0278 | 0.488952 |
14 | -0.011088 | -0.0914 | 0.46371 |
15 | -0.03785 | -0.3121 | 0.377953 |
16 | -0.068189 | -0.5623 | 0.28788 |
17 | 0.014319 | 0.1181 | 0.453179 |
18 | -0.156501 | -1.2905 | 0.100618 |