Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.147113 | 1.2396 | 0.109603 |
2 | 0.009446 | 0.0796 | 0.468391 |
3 | 0.139486 | 1.1753 | 0.121895 |
4 | -0.072679 | -0.6124 | 0.271113 |
5 | -0.143454 | -1.2088 | 0.115381 |
6 | -0.096651 | -0.8144 | 0.20907 |
7 | -0.011457 | -0.0965 | 0.461681 |
8 | -0.047297 | -0.3985 | 0.345717 |
9 | -0.090532 | -0.7628 | 0.224044 |
10 | 0.045004 | 0.3792 | 0.352833 |
11 | -0.069386 | -0.5847 | 0.280317 |
12 | 0.023233 | 0.1958 | 0.422676 |
13 | -0.028809 | -0.2428 | 0.404449 |
14 | -0.168913 | -1.4233 | 0.079516 |
15 | -0.085566 | -0.721 | 0.23664 |
16 | -0.206324 | -1.7385 | 0.043228 |
17 | -0.012236 | -0.1031 | 0.459085 |
18 | -0.13014 | -1.0966 | 0.138265 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.147113 | 1.2396 | 0.109603 |
2 | -0.012466 | -0.105 | 0.458321 |
3 | 0.14303 | 1.2052 | 0.116066 |
4 | -0.119419 | -1.0062 | 0.158859 |
5 | -0.116395 | -0.9808 | 0.165021 |
6 | -0.085581 | -0.7211 | 0.236603 |
7 | 0.04171 | 0.3515 | 0.363143 |
8 | -0.023597 | -0.1988 | 0.421483 |
9 | -0.080584 | -0.679 | 0.249669 |
10 | 0.035493 | 0.2991 | 0.38288 |
11 | -0.100973 | -0.8508 | 0.198867 |
12 | 0.072623 | 0.6119 | 0.271268 |
13 | -0.086405 | -0.7281 | 0.234485 |
14 | -0.158097 | -1.3321 | 0.093536 |
15 | -0.080818 | -0.681 | 0.249049 |
16 | -0.205588 | -1.7323 | 0.04378 |
17 | 0.083427 | 0.703 | 0.242186 |
18 | -0.205155 | -1.7287 | 0.044108 |