Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.127778 | -1.0061 | 0.159133 |
2 | 0.164288 | 1.2936 | 0.100301 |
3 | -0.100572 | -0.7919 | 0.215717 |
4 | -0.175298 | -1.3803 | 0.086226 |
5 | 0.020636 | 0.1625 | 0.435725 |
6 | 0.030147 | 0.2374 | 0.406573 |
7 | 0.157521 | 1.2403 | 0.109765 |
8 | -0.136361 | -1.0737 | 0.143558 |
9 | 0.171131 | 1.3475 | 0.091363 |
10 | -0.233673 | -1.8399 | 0.035282 |
11 | 0.06548 | 0.5156 | 0.303986 |
12 | -0.161433 | -1.2711 | 0.104217 |
13 | 0.111102 | 0.8748 | 0.192524 |
14 | -0.072394 | -0.57 | 0.285358 |
15 | 0.052793 | 0.4157 | 0.339534 |
16 | 0.001123 | 0.0088 | 0.496487 |
17 | -0.075518 | -0.5946 | 0.277127 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.127778 | -1.0061 | 0.159133 |
2 | 0.150416 | 1.1844 | 0.120392 |
3 | -0.066067 | -0.5202 | 0.302385 |
4 | -0.226898 | -1.7866 | 0.039446 |
5 | 0.004332 | 0.0341 | 0.486449 |
6 | 0.101466 | 0.7989 | 0.213685 |
7 | 0.143092 | 1.1267 | 0.132104 |
8 | -0.18678 | -1.4707 | 0.073214 |
9 | 0.115841 | 0.9121 | 0.182616 |
10 | -0.110695 | -0.8716 | 0.193392 |
11 | 0.019484 | 0.1534 | 0.439284 |
12 | -0.173452 | -1.3658 | 0.088474 |
13 | 0.121025 | 0.9529 | 0.172158 |
14 | -0.098606 | -0.7764 | 0.220226 |
15 | 0.042064 | 0.3312 | 0.3708 |
16 | -0.080702 | -0.6355 | 0.263737 |
17 | 0.057022 | 0.449 | 0.327502 |