Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.10774 | -0.7844 | 0.218161 |
2 | -0.007954 | -0.0579 | 0.47702 |
3 | 0.146864 | 1.0692 | 0.144915 |
4 | -0.115064 | -0.8377 | 0.202987 |
5 | 0.173977 | 1.2666 | 0.105423 |
6 | -0.111852 | -0.8143 | 0.209561 |
7 | 0.055509 | 0.4041 | 0.343878 |
8 | 0.032399 | 0.2359 | 0.407223 |
9 | -0.385702 | -2.8079 | 0.003482 |
10 | 0.094835 | 0.6904 | 0.246474 |
11 | 0.022931 | 0.1669 | 0.434027 |
12 | -0.10647 | -0.7751 | 0.220858 |
13 | 0.055643 | 0.4051 | 0.343521 |
14 | -0.007366 | -0.0536 | 0.478717 |
15 | 0.087204 | 0.6349 | 0.264127 |
16 | -0.229917 | -1.6738 | 0.050029 |
17 | -0.086425 | -0.6292 | 0.265965 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.10774 | -0.7844 | 0.218161 |
2 | -0.019792 | -0.1441 | 0.442989 |
3 | 0.145604 | 1.06 | 0.146972 |
4 | -0.086545 | -0.6301 | 0.265683 |
5 | 0.161992 | 1.1793 | 0.121769 |
6 | -0.111404 | -0.811 | 0.210488 |
7 | 0.078122 | 0.5687 | 0.285968 |
8 | -0.024509 | -0.1784 | 0.429534 |
9 | -0.344365 | -2.507 | 0.007638 |
10 | -0.016081 | -0.1171 | 0.453623 |
11 | 0.062956 | 0.4583 | 0.324297 |
12 | -0.034984 | -0.2547 | 0.399974 |
13 | -0.002642 | -0.0192 | 0.492364 |
14 | 0.112679 | 0.8203 | 0.207855 |
15 | 0.057308 | 0.4172 | 0.339106 |
16 | -0.250891 | -1.8265 | 0.036703 |
17 | -0.143163 | -1.0422 | 0.151016 |