Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.188364 | -1.4468 | 0.076616 |
2 | 0.186096 | 1.4294 | 0.079077 |
3 | 0.312173 | 2.3978 | 0.009837 |
4 | 0.049847 | 0.3829 | 0.351591 |
5 | 0.049215 | 0.378 | 0.353384 |
6 | 0.300562 | 2.3087 | 0.012242 |
7 | -0.040813 | -0.3135 | 0.377508 |
8 | 0.168802 | 1.2966 | 0.099909 |
9 | -0.006286 | -0.0483 | 0.480827 |
10 | 0.154179 | 1.1843 | 0.120527 |
11 | 0.035403 | 0.2719 | 0.393312 |
12 | -0.063011 | -0.484 | 0.315089 |
13 | 0.081821 | 0.6285 | 0.266058 |
14 | -0.09702 | -0.7452 | 0.229547 |
15 | -0.000709 | -0.0054 | 0.497835 |
16 | -0.092471 | -0.7103 | 0.240164 |
17 | -0.052997 | -0.4071 | 0.342711 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.188364 | -1.4468 | 0.076616 |
2 | 0.156156 | 1.1995 | 0.117573 |
3 | 0.394439 | 3.0297 | 0.001815 |
4 | 0.191626 | 1.4719 | 0.07318 |
5 | -0.047588 | -0.3655 | 0.358011 |
6 | 0.162209 | 1.2459 | 0.108854 |
7 | 0.002106 | 0.0162 | 0.493573 |
8 | 0.069406 | 0.5331 | 0.297978 |
9 | -0.145956 | -1.1211 | 0.133393 |
10 | 0.062983 | 0.4838 | 0.315166 |
11 | 0.050958 | 0.3914 | 0.34845 |
12 | -0.165299 | -1.2697 | 0.104591 |
13 | -0.071564 | -0.5497 | 0.292303 |
14 | -0.181384 | -1.3932 | 0.084388 |
15 | 0.037502 | 0.2881 | 0.387156 |
16 | -0.167373 | -1.2856 | 0.1018 |
17 | -0.063602 | -0.4885 | 0.313492 |