Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.1915 | 1.0313 | 0.155472 |
2 | -0.04444 | -0.2393 | 0.406272 |
3 | -0.104384 | -0.5621 | 0.289175 |
4 | -0.164255 | -0.8845 | 0.19184 |
5 | -0.053209 | -0.2865 | 0.38825 |
6 | 0.015799 | 0.0851 | 0.466391 |
7 | 0.056618 | 0.3049 | 0.381311 |
8 | 0.052134 | 0.2807 | 0.390448 |
9 | -0.037633 | -0.2027 | 0.420409 |
10 | 0.086013 | 0.4632 | 0.323341 |
11 | 0.043028 | 0.2317 | 0.409194 |
12 | -0.077222 | -0.4159 | 0.34029 |
13 | -0.110377 | -0.5944 | 0.278427 |
14 | -0.328457 | -1.7688 | 0.043723 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.1915 | 1.0313 | 0.155472 |
2 | -0.0842 | -0.4534 | 0.326807 |
3 | -0.082627 | -0.445 | 0.329825 |
4 | -0.137336 | -0.7396 | 0.232751 |
5 | -0.006673 | -0.0359 | 0.48579 |
6 | 0.002863 | 0.0154 | 0.493903 |
7 | 0.027288 | 0.147 | 0.442094 |
8 | 0.012875 | 0.0693 | 0.472599 |
9 | -0.055416 | -0.2984 | 0.383754 |
10 | 0.12337 | 0.6644 | 0.255852 |
11 | 0.01656 | 0.0892 | 0.464776 |
12 | -0.079442 | -0.4278 | 0.335975 |
13 | -0.084317 | -0.4541 | 0.326583 |
14 | -0.302394 | -1.6284 | 0.057124 |