Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.171349 | -1.3162 | 0.096606 |
2 | -0.000798 | -0.0061 | 0.497564 |
3 | -0.14997 | -1.1519 | 0.126996 |
4 | -0.16362 | -1.2568 | 0.106891 |
5 | 0.285182 | 2.1905 | 0.016225 |
6 | -0.140068 | -1.0759 | 0.14318 |
7 | 0.323712 | 2.4865 | 0.007876 |
8 | -0.077866 | -0.5981 | 0.276031 |
9 | -0.182838 | -1.4044 | 0.08272 |
10 | -0.107182 | -0.8233 | 0.206831 |
11 | -0.051075 | -0.3923 | 0.348119 |
12 | 0.373229 | 2.8668 | 0.00287 |
13 | -0.017366 | -0.1334 | 0.447168 |
14 | 0.056695 | 0.4355 | 0.332399 |
15 | -0.068676 | -0.5275 | 0.299909 |
16 | -0.144879 | -1.1128 | 0.135146 |
17 | 0.069387 | 0.533 | 0.298027 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.171349 | -1.3162 | 0.096606 |
2 | -0.031071 | -0.2387 | 0.406098 |
3 | -0.160292 | -1.2312 | 0.111562 |
4 | -0.231138 | -1.7754 | 0.040495 |
5 | 0.222144 | 1.7063 | 0.046604 |
6 | -0.102253 | -0.7854 | 0.217676 |
7 | 0.283011 | 2.1738 | 0.01687 |
8 | 0.062989 | 0.4838 | 0.315149 |
9 | -0.142287 | -1.0929 | 0.139434 |
10 | -0.193798 | -1.4886 | 0.070961 |
11 | 0.028207 | 0.2167 | 0.41461 |
12 | 0.205493 | 1.5784 | 0.059908 |
13 | 0.066797 | 0.5131 | 0.304907 |
14 | 0.063218 | 0.4856 | 0.314529 |
15 | 0.07129 | 0.5476 | 0.293021 |
16 | -0.031487 | -0.2419 | 0.404865 |
17 | 0.000769 | 0.0059 | 0.497654 |