Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.26309 | 2.0208 | 0.023921 |
2 | -0.076308 | -0.5861 | 0.280012 |
3 | -0.019907 | -0.1529 | 0.439495 |
4 | 0.011193 | 0.086 | 0.465889 |
5 | -0.252304 | -1.938 | 0.028708 |
6 | -0.035098 | -0.2696 | 0.394208 |
7 | -0.063603 | -0.4885 | 0.313488 |
8 | -0.234904 | -1.8043 | 0.038142 |
9 | -0.077303 | -0.5938 | 0.277465 |
10 | 0.096593 | 0.7419 | 0.230533 |
11 | -0.049408 | -0.3795 | 0.352835 |
12 | -0.059903 | -0.4601 | 0.323558 |
13 | 0.164593 | 1.2643 | 0.105554 |
14 | 0.049467 | 0.38 | 0.35267 |
15 | 0.046261 | 0.3553 | 0.361801 |
16 | 0.052061 | 0.3999 | 0.345341 |
17 | -0.018039 | -0.1386 | 0.445134 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.26309 | 2.0208 | 0.023921 |
2 | -0.156345 | -1.2009 | 0.117292 |
3 | 0.048941 | 0.3759 | 0.354161 |
4 | -0.009429 | -0.0724 | 0.471255 |
5 | -0.279099 | -2.1438 | 0.018091 |
6 | 0.148761 | 1.1427 | 0.1289 |
7 | -0.19115 | -1.4683 | 0.073674 |
8 | -0.196636 | -1.5104 | 0.068141 |
9 | 0.092879 | 0.7134 | 0.239201 |
10 | -0.071932 | -0.5525 | 0.291339 |
11 | -0.064906 | -0.4986 | 0.309973 |
12 | -0.022069 | -0.1695 | 0.432985 |
13 | 0.070805 | 0.5439 | 0.294293 |
14 | -0.055774 | -0.4284 | 0.334957 |
15 | 0.110029 | 0.8451 | 0.200722 |
16 | -0.088942 | -0.6832 | 0.248584 |
17 | -0.055589 | -0.427 | 0.335472 |