Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.147156 | -1.1303 | 0.131456 |
2 | 0.056231 | 0.4319 | 0.333687 |
3 | 0.133348 | 1.0243 | 0.154945 |
4 | 0.11761 | 0.9034 | 0.184998 |
5 | -0.033273 | -0.2556 | 0.399583 |
6 | 0.120401 | 0.9248 | 0.179413 |
7 | -0.157807 | -1.2121 | 0.115146 |
8 | 0.243567 | 1.8709 | 0.033162 |
9 | -0.075319 | -0.5785 | 0.282553 |
10 | -0.063633 | -0.4888 | 0.313406 |
11 | 0.168971 | 1.2979 | 0.099688 |
12 | -0.17076 | -1.3116 | 0.097363 |
13 | 0.014208 | 0.1091 | 0.456733 |
14 | 0.048434 | 0.372 | 0.355603 |
15 | -0.118082 | -0.907 | 0.184047 |
16 | 0.043965 | 0.3377 | 0.368392 |
17 | 0.180218 | 1.3843 | 0.085743 |
18 | -0.276192 | -2.1215 | 0.019046 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.147156 | -1.1303 | 0.131456 |
2 | 0.035342 | 0.2715 | 0.393491 |
3 | 0.149962 | 1.1519 | 0.127008 |
4 | 0.163462 | 1.2556 | 0.10711 |
5 | -0.005508 | -0.0423 | 0.483199 |
6 | 0.081585 | 0.6267 | 0.266649 |
7 | -0.17821 | -1.3689 | 0.088116 |
8 | 0.187637 | 1.4413 | 0.077398 |
9 | -0.030169 | -0.2317 | 0.408774 |
10 | -0.078981 | -0.6067 | 0.2732 |
11 | 0.153741 | 1.1809 | 0.121189 |
12 | -0.221941 | -1.7048 | 0.04675 |
13 | 0.05459 | 0.4193 | 0.338256 |
14 | -0.031797 | -0.2442 | 0.403948 |
15 | -0.053697 | -0.4125 | 0.340751 |
16 | 0.063273 | 0.486 | 0.31438 |
17 | 0.16226 | 1.2463 | 0.108782 |
18 | -0.162363 | -1.2471 | 0.108638 |