Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.129065 | 1.1758 | 0.12151 |
2 | 0.042123 | 0.3838 | 0.35107 |
3 | 0.010137 | 0.0924 | 0.463321 |
4 | -0.10393 | -0.9469 | 0.173232 |
5 | -0.11769 | -1.0722 | 0.143368 |
6 | -0.027111 | -0.247 | 0.402761 |
7 | -0.100704 | -0.9175 | 0.180781 |
8 | 0.051025 | 0.4649 | 0.321624 |
9 | -0.05229 | -0.4764 | 0.317526 |
10 | -0.135718 | -1.2365 | 0.109889 |
11 | 0.140751 | 1.2823 | 0.101653 |
12 | 0.158535 | 1.4443 | 0.076206 |
13 | 0.247809 | 2.2576 | 0.013297 |
14 | 0.168274 | 1.5331 | 0.064533 |
15 | -0.130069 | -1.185 | 0.119702 |
16 | -0.119132 | -1.0853 | 0.140456 |
17 | -0.013725 | -0.125 | 0.450395 |
18 | -0.144909 | -1.3202 | 0.095202 |
19 | -0.148065 | -1.3489 | 0.090514 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.129065 | 1.1758 | 0.12151 |
2 | 0.025896 | 0.2359 | 0.407035 |
3 | 0.001525 | 0.0139 | 0.494474 |
4 | -0.108361 | -0.9872 | 0.163204 |
5 | -0.094272 | -0.8589 | 0.196446 |
6 | 0.005879 | 0.0536 | 0.478709 |
7 | -0.09133 | -0.8321 | 0.203883 |
8 | 0.069743 | 0.6354 | 0.263461 |
9 | -0.085373 | -0.7778 | 0.219454 |
10 | -0.140017 | -1.2756 | 0.102825 |
11 | 0.168363 | 1.5339 | 0.064434 |
12 | 0.134402 | 1.2245 | 0.112121 |
13 | 0.230674 | 2.1015 | 0.019313 |
14 | 0.069046 | 0.629 | 0.265527 |
15 | -0.201052 | -1.8317 | 0.035294 |
16 | -0.088245 | -0.804 | 0.21186 |
17 | 0.078221 | 0.7126 | 0.239037 |
18 | -0.010117 | -0.0922 | 0.463391 |
19 | -0.170289 | -1.5514 | 0.062304 |