Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.13222 | 1.0156 | 0.156984 |
2 | 0.095425 | 0.733 | 0.233238 |
3 | -0.254935 | -1.9582 | 0.027471 |
4 | -0.193385 | -1.4854 | 0.071379 |
5 | -0.246734 | -1.8952 | 0.031484 |
6 | -0.290942 | -2.2348 | 0.014616 |
7 | 0.12754 | 0.9796 | 0.16563 |
8 | 0.045032 | 0.3459 | 0.365324 |
9 | 0.374435 | 2.8761 | 0.002797 |
10 | 0.058792 | 0.4516 | 0.326609 |
11 | 0.067587 | 0.5191 | 0.3028 |
12 | -0.116971 | -0.8985 | 0.186293 |
13 | -0.066417 | -0.5102 | 0.305923 |
14 | -0.101605 | -0.7804 | 0.219125 |
15 | -0.038325 | -0.2944 | 0.38475 |
16 | -0.053375 | -0.41 | 0.341652 |
17 | -0.031978 | -0.2456 | 0.403411 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.13222 | 1.0156 | 0.156984 |
2 | 0.07933 | 0.6093 | 0.272317 |
3 | -0.283755 | -2.1796 | 0.016647 |
4 | -0.144767 | -1.112 | 0.135329 |
5 | -0.169899 | -1.305 | 0.098476 |
6 | -0.330094 | -2.5355 | 0.006949 |
7 | 0.151339 | 1.1625 | 0.124865 |
8 | -0.076435 | -0.5871 | 0.279685 |
9 | 0.186463 | 1.4323 | 0.078674 |
10 | -0.031646 | -0.2431 | 0.404395 |
11 | -0.073084 | -0.5614 | 0.288337 |
12 | -0.01761 | -0.1353 | 0.446432 |
13 | 0.089519 | 0.6876 | 0.247196 |
14 | -0.031998 | -0.2458 | 0.403352 |
15 | 0.144593 | 1.1106 | 0.135614 |
16 | -0.188823 | -1.4504 | 0.076125 |
17 | -0.055317 | -0.4249 | 0.336229 |