Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.136209 | 0.9035 | 0.185588 |
2 | 0.096553 | 0.6405 | 0.262597 |
3 | -0.058145 | -0.3857 | 0.350793 |
4 | 0.10853 | 0.7199 | 0.237695 |
5 | -0.097897 | -0.6494 | 0.259737 |
6 | -0.104208 | -0.6912 | 0.246524 |
7 | -0.018298 | -0.1214 | 0.451972 |
8 | -0.144229 | -0.9567 | 0.171971 |
9 | 0.11683 | 0.775 | 0.221254 |
10 | -0.157489 | -1.0447 | 0.150941 |
11 | 0.004276 | 0.0284 | 0.48875 |
12 | -0.256036 | -1.6983 | 0.048252 |
13 | 0.028501 | 0.1891 | 0.425461 |
14 | 0.007199 | 0.0478 | 0.481065 |
15 | 0.209222 | 1.3878 | 0.08609 |
16 | 0.104424 | 0.6927 | 0.246079 |
17 | -0.144173 | -0.9563 | 0.172064 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.136209 | 0.9035 | 0.185588 |
2 | 0.079475 | 0.5272 | 0.30036 |
3 | -0.083134 | -0.5514 | 0.292059 |
4 | 0.122713 | 0.814 | 0.210019 |
5 | -0.121463 | -0.8057 | 0.212375 |
6 | -0.104557 | -0.6936 | 0.245803 |
7 | 0.052077 | 0.3454 | 0.365705 |
8 | -0.17477 | -1.1593 | 0.126294 |
9 | 0.189003 | 1.2537 | 0.108285 |
10 | -0.188342 | -1.2493 | 0.109077 |
11 | -0.009048 | -0.06 | 0.476207 |
12 | -0.197393 | -1.3094 | 0.098605 |
13 | 0.010834 | 0.0719 | 0.471517 |
14 | 0.096414 | 0.6395 | 0.262895 |
15 | 0.174854 | 1.1599 | 0.126182 |
16 | 0.058159 | 0.3858 | 0.350759 |
17 | -0.257558 | -1.7084 | 0.0473 |