Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.047793 | -0.3311 | 0.370998 |
2 | 0.033962 | 0.2353 | 0.407489 |
3 | -0.043016 | -0.298 | 0.383485 |
4 | -0.005729 | -0.0397 | 0.484251 |
5 | -0.095004 | -0.6582 | 0.256776 |
6 | -0.029796 | -0.2064 | 0.418664 |
7 | 0.030275 | 0.2098 | 0.417375 |
8 | 0.096671 | 0.6698 | 0.253112 |
9 | -0.059499 | -0.4122 | 0.341005 |
10 | -0.048032 | -0.3328 | 0.370377 |
11 | 0.120509 | 0.8349 | 0.203952 |
12 | -0.498852 | -3.4561 | 0.000578 |
13 | -0.09624 | -0.6668 | 0.254056 |
14 | 0.041545 | 0.2878 | 0.387356 |
15 | -0.043148 | -0.2989 | 0.38314 |
16 | -0.025227 | -0.1748 | 0.430994 |
17 | -0.121968 | -0.845 | 0.201146 |
18 | 0.051287 | 0.3553 | 0.361952 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.047793 | -0.3311 | 0.370998 |
2 | 0.031751 | 0.22 | 0.413411 |
3 | -0.040059 | -0.2775 | 0.39128 |
4 | -0.010647 | -0.0738 | 0.470752 |
5 | -0.093564 | -0.6482 | 0.259962 |
6 | -0.040194 | -0.2785 | 0.390923 |
7 | 0.032226 | 0.2233 | 0.412136 |
8 | 0.095525 | 0.6618 | 0.255627 |
9 | -0.057885 | -0.401 | 0.345087 |
10 | -0.068996 | -0.478 | 0.317404 |
11 | 0.123978 | 0.8589 | 0.19732 |
12 | -0.504425 | -3.4948 | 0.000516 |
13 | -0.145394 | -1.0073 | 0.159416 |
14 | 0.10493 | 0.727 | 0.235386 |
15 | -0.154956 | -1.0736 | 0.144192 |
16 | -0.056963 | -0.3946 | 0.347425 |
17 | -0.231854 | -1.6063 | 0.057381 |
18 | -0.05817 | -0.403 | 0.344363 |