Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.018385 | 0.1549 | 0.438664 |
2 | -0.191106 | -1.6103 | 0.055886 |
3 | 0.087585 | 0.738 | 0.231472 |
4 | -0.039911 | -0.3363 | 0.36882 |
5 | -0.135398 | -1.1409 | 0.128875 |
6 | 0.043248 | 0.3644 | 0.358317 |
7 | -0.034203 | -0.2882 | 0.387016 |
8 | -0.018482 | -0.1557 | 0.438343 |
9 | 0.080062 | 0.6746 | 0.251056 |
10 | -0.14874 | -1.2533 | 0.107103 |
11 | 0.065395 | 0.551 | 0.291673 |
12 | 0.101716 | 0.8571 | 0.197145 |
13 | -0.114268 | -0.9628 | 0.169448 |
14 | 0.010853 | 0.0915 | 0.463696 |
15 | 0.3061 | 2.5792 | 0.005987 |
16 | 0.086029 | 0.7249 | 0.23545 |
17 | -0.090761 | -0.7648 | 0.223474 |
18 | -0.03044 | -0.2565 | 0.399157 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.018385 | 0.1549 | 0.438664 |
2 | -0.191509 | -1.6137 | 0.055516 |
3 | 0.098954 | 0.8338 | 0.203596 |
4 | -0.08633 | -0.7274 | 0.234678 |
5 | -0.099135 | -0.8353 | 0.203169 |
6 | 0.021231 | 0.1789 | 0.429264 |
7 | -0.077387 | -0.6521 | 0.25823 |
8 | 0.016493 | 0.139 | 0.444934 |
9 | 0.041653 | 0.351 | 0.363324 |
10 | -0.169 | -1.424 | 0.07941 |
11 | 0.119571 | 1.0075 | 0.158552 |
12 | 0.004705 | 0.0396 | 0.484245 |
13 | -0.063247 | -0.5329 | 0.297874 |
14 | 0.040625 | 0.3423 | 0.366563 |
15 | 0.247001 | 2.0813 | 0.020508 |
16 | 0.139019 | 1.1714 | 0.122679 |
17 | -0.011404 | -0.0961 | 0.461859 |
18 | -0.050932 | -0.4292 | 0.334552 |