Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.108379 | 0.9132 | 0.182108 |
2 | 0.093352 | 0.7866 | 0.217068 |
3 | -0.106965 | -0.9013 | 0.185238 |
4 | -0.0697 | -0.5873 | 0.279431 |
5 | -0.128857 | -1.0858 | 0.140627 |
6 | -0.042314 | -0.3565 | 0.361246 |
7 | -0.087766 | -0.7395 | 0.231013 |
8 | -0.030029 | -0.253 | 0.400488 |
9 | 0.000824 | 0.0069 | 0.49724 |
10 | -0.030031 | -0.253 | 0.400483 |
11 | -0.037045 | -0.3121 | 0.377922 |
12 | -0.058617 | -0.4939 | 0.311445 |
13 | -0.029989 | -0.2527 | 0.40062 |
14 | 0.063883 | 0.5383 | 0.29603 |
15 | 0.016152 | 0.1361 | 0.446064 |
16 | -0.060014 | -0.5057 | 0.307321 |
17 | 0.027283 | 0.2299 | 0.409419 |
18 | -0.006951 | -0.0586 | 0.47673 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.108379 | 0.9132 | 0.182108 |
2 | 0.082576 | 0.6958 | 0.244414 |
3 | -0.127554 | -1.0748 | 0.143054 |
4 | -0.054898 | -0.4626 | 0.32254 |
5 | -0.097273 | -0.8196 | 0.207584 |
6 | -0.021787 | -0.1836 | 0.427431 |
7 | -0.077364 | -0.6519 | 0.25829 |
8 | -0.038917 | -0.3279 | 0.371968 |
9 | 0.002027 | 0.0171 | 0.49321 |
10 | -0.061091 | -0.5148 | 0.304159 |
11 | -0.055526 | -0.4679 | 0.320654 |
12 | -0.069667 | -0.587 | 0.279525 |
13 | -0.036186 | -0.3049 | 0.380665 |
14 | 0.058428 | 0.4923 | 0.312005 |
15 | -0.02747 | -0.2315 | 0.408809 |
16 | -0.106042 | -0.8935 | 0.187297 |
17 | 0.028654 | 0.2414 | 0.404954 |
18 | -0.014936 | -0.1259 | 0.450101 |