Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.003182 | 0.022 | 0.491251 |
2 | 0.222147 | 1.5391 | 0.065176 |
3 | 0.103146 | 0.7146 | 0.239153 |
4 | 0.126586 | 0.877 | 0.192423 |
5 | -0.138258 | -0.9579 | 0.171462 |
6 | 0.008465 | 0.0586 | 0.476738 |
7 | 0.007689 | 0.0533 | 0.478867 |
8 | -0.073866 | -0.5118 | 0.305583 |
9 | 0.126299 | 0.875 | 0.192959 |
10 | -0.099569 | -0.6898 | 0.24681 |
11 | 0.31303 | 2.1687 | 0.017544 |
12 | -0.152845 | -1.0589 | 0.147463 |
13 | -0.030722 | -0.2128 | 0.416173 |
14 | -0.011541 | -0.08 | 0.4683 |
15 | 0.069804 | 0.4836 | 0.315428 |
16 | -0.21733 | -1.5057 | 0.069348 |
17 | 0.046488 | 0.3221 | 0.374397 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.003182 | 0.022 | 0.491251 |
2 | 0.222139 | 1.539 | 0.065183 |
3 | 0.107179 | 0.7426 | 0.230684 |
4 | 0.084235 | 0.5836 | 0.281113 |
5 | -0.192752 | -1.3354 | 0.094018 |
6 | -0.060048 | -0.416 | 0.339624 |
7 | 0.059655 | 0.4133 | 0.340613 |
8 | -0.03479 | -0.241 | 0.405278 |
9 | 0.169869 | 1.1769 | 0.122522 |
10 | -0.114478 | -0.7931 | 0.215804 |
11 | 0.29087 | 2.0152 | 0.024751 |
12 | -0.17529 | -1.2144 | 0.11526 |
13 | -0.203236 | -1.4081 | 0.082778 |
14 | 0.061061 | 0.423 | 0.337076 |
15 | 0.065601 | 0.4545 | 0.32576 |
16 | -0.073736 | -0.5109 | 0.305896 |
17 | 0.022382 | 0.1551 | 0.43871 |