Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.070319 | 0.5967 | 0.276298 |
2 | -0.233976 | -1.9854 | 0.025457 |
3 | 0.068112 | 0.5779 | 0.282551 |
4 | -0.142495 | -1.2091 | 0.115287 |
5 | -0.211961 | -1.7985 | 0.038141 |
6 | 0.068913 | 0.5847 | 0.280274 |
7 | -0.1007 | -0.8545 | 0.19784 |
8 | -0.052042 | -0.4416 | 0.330054 |
9 | 0.118247 | 1.0034 | 0.159524 |
10 | -0.112644 | -0.9558 | 0.171181 |
11 | 0.114018 | 0.9675 | 0.168272 |
12 | 0.46381 | 3.9356 | 9.5e-05 |
13 | -0.037397 | -0.3173 | 0.375959 |
14 | -0.269423 | -2.2861 | 0.012595 |
15 | 0.056802 | 0.482 | 0.31564 |
16 | -0.133191 | -1.1302 | 0.131079 |
17 | -0.178608 | -1.5155 | 0.067008 |
18 | 0.045474 | 0.3859 | 0.35037 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.070319 | 0.5967 | 0.276298 |
2 | -0.240108 | -2.0374 | 0.022644 |
3 | 0.112403 | 0.9538 | 0.171694 |
4 | -0.234004 | -1.9856 | 0.025444 |
5 | -0.139325 | -1.1822 | 0.120506 |
6 | 0.004284 | 0.0363 | 0.485553 |
7 | -0.202861 | -1.7213 | 0.044743 |
8 | -0.002173 | -0.0184 | 0.492671 |
9 | -0.036368 | -0.3086 | 0.379261 |
10 | -0.176649 | -1.4989 | 0.069134 |
11 | 0.179288 | 1.5213 | 0.066281 |
12 | 0.349542 | 2.966 | 0.002046 |
13 | -0.013446 | -0.1141 | 0.45474 |
14 | -0.12453 | -1.0567 | 0.147096 |
15 | 0.044219 | 0.3752 | 0.354303 |
16 | -0.059446 | -0.5044 | 0.307754 |
17 | -0.030484 | -0.2587 | 0.398315 |
18 | -0.083966 | -0.7125 | 0.239237 |