Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.055538 | 0.506 | 0.307108 |
2 | -0.139747 | -1.2732 | 0.103259 |
3 | 0.056073 | 0.5109 | 0.305405 |
4 | 0.098791 | 0.9 | 0.185355 |
5 | -0.227002 | -2.0681 | 0.020873 |
6 | -0.209149 | -1.9054 | 0.030093 |
7 | 0.011686 | 0.1065 | 0.457737 |
8 | -0.077806 | -0.7088 | 0.240204 |
9 | 0.057343 | 0.5224 | 0.301385 |
10 | -0.046806 | -0.4264 | 0.335451 |
11 | 0.15017 | 1.3681 | 0.087485 |
12 | 0.100925 | 0.9195 | 0.180256 |
13 | 0.129132 | 1.1764 | 0.12139 |
14 | -0.026284 | -0.2395 | 0.40567 |
15 | -0.06657 | -0.6065 | 0.272925 |
16 | -0.038429 | -0.3501 | 0.363574 |
17 | -0.057799 | -0.5266 | 0.299946 |
18 | -0.075463 | -0.6875 | 0.246842 |
19 | -0.178095 | -1.6225 | 0.054242 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.055538 | 0.506 | 0.307108 |
2 | -0.143273 | -1.3053 | 0.097702 |
3 | 0.074662 | 0.6802 | 0.249135 |
4 | 0.071884 | 0.6549 | 0.257174 |
5 | -0.228161 | -2.0786 | 0.020369 |
6 | -0.169282 | -1.5422 | 0.06341 |
7 | -0.035311 | -0.3217 | 0.374246 |
8 | -0.121129 | -1.1035 | 0.136491 |
9 | 0.133728 | 1.2183 | 0.113277 |
10 | -0.11057 | -1.0073 | 0.15835 |
11 | 0.126558 | 1.153 | 0.126111 |
12 | 0.042035 | 0.383 | 0.351365 |
13 | 0.115751 | 1.0545 | 0.147348 |
14 | -0.01767 | -0.161 | 0.436248 |
15 | -0.067748 | -0.6172 | 0.269392 |
16 | -0.0514 | -0.4683 | 0.320407 |
17 | 0.009012 | 0.0821 | 0.467382 |
18 | -0.032328 | -0.2945 | 0.384548 |
19 | -0.108129 | -0.9851 | 0.163719 |