Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.016658 | -0.1154 | 0.454302 |
2 | 0.04549 | 0.3152 | 0.377001 |
3 | 0.160655 | 1.113 | 0.135615 |
4 | 0.096789 | 0.6706 | 0.252853 |
5 | -0.064955 | -0.45 | 0.327361 |
6 | 0.167552 | 1.1608 | 0.125725 |
7 | -0.006332 | -0.0439 | 0.482595 |
8 | -0.060671 | -0.4203 | 0.338056 |
9 | 0.02596 | 0.1799 | 0.429012 |
10 | -0.199874 | -1.3848 | 0.086264 |
11 | 0.3259 | 2.2579 | 0.014268 |
12 | -0.174711 | -1.2104 | 0.11602 |
13 | -0.17706 | -1.2267 | 0.112958 |
14 | 0.04497 | 0.3116 | 0.378361 |
15 | 0.105395 | 0.7302 | 0.234409 |
16 | -0.161643 | -1.1199 | 0.134165 |
17 | 0.09191 | 0.6368 | 0.26365 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.016658 | -0.1154 | 0.454302 |
2 | 0.045225 | 0.3133 | 0.377693 |
3 | 0.162509 | 1.1259 | 0.132904 |
4 | 0.10404 | 0.7208 | 0.237262 |
5 | -0.076725 | -0.5316 | 0.298738 |
6 | 0.133167 | 0.9226 | 0.180413 |
7 | -0.025104 | -0.1739 | 0.431327 |
8 | -0.066443 | -0.4603 | 0.32368 |
9 | -0.008508 | -0.0589 | 0.476619 |
10 | -0.238734 | -1.654 | 0.052327 |
11 | 0.406054 | 2.8132 | 0.003544 |
12 | -0.259927 | -1.8008 | 0.039007 |
13 | -0.144988 | -1.0045 | 0.160085 |
14 | 0.081047 | 0.5615 | 0.288532 |
15 | 0.041947 | 0.2906 | 0.386297 |
16 | 0.080589 | 0.5583 | 0.289604 |
17 | -0.113979 | -0.7897 | 0.216803 |