Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.044222 | -0.5916 | 0.277416 |
2 | -0.033466 | -0.4477 | 0.327439 |
3 | -0.00829 | -0.1109 | 0.455904 |
4 | -0.086153 | -1.1526 | 0.125296 |
5 | 0.067229 | 0.8995 | 0.184809 |
6 | -0.012564 | -0.1681 | 0.433349 |
7 | -0.008216 | -0.1099 | 0.456296 |
8 | 0.139672 | 1.8687 | 0.031651 |
9 | -0.041014 | -0.5487 | 0.291937 |
10 | -0.124817 | -1.6699 | 0.04834 |
11 | -0.070356 | -0.9413 | 0.17391 |
12 | 0.083063 | 1.1113 | 0.133962 |
13 | 0.039943 | 0.5344 | 0.296862 |
14 | 0.072734 | 0.9731 | 0.165906 |
15 | 0.060993 | 0.816 | 0.207784 |
16 | 0.011259 | 0.1506 | 0.440216 |
17 | -0.018452 | -0.2469 | 0.402648 |
18 | -0.052426 | -0.7014 | 0.241978 |
19 | -0.027957 | -0.374 | 0.354411 |
20 | 0.061701 | 0.8255 | 0.205092 |
21 | 0.062093 | 0.8307 | 0.203612 |
22 | -0.077322 | -1.0345 | 0.151151 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.044222 | -0.5916 | 0.277416 |
2 | -0.035491 | -0.4748 | 0.31774 |
3 | -0.011429 | -0.1529 | 0.439322 |
4 | -0.088543 | -1.1846 | 0.118869 |
5 | 0.05906 | 0.7902 | 0.215236 |
6 | -0.013607 | -0.182 | 0.427877 |
7 | -0.006693 | -0.0895 | 0.464376 |
8 | 0.13405 | 1.7935 | 0.037293 |
9 | -0.020602 | -0.2756 | 0.391572 |
10 | -0.127659 | -1.708 | 0.044688 |
11 | -0.081455 | -1.0898 | 0.138634 |
12 | 0.095793 | 1.2816 | 0.100816 |
13 | 0.019227 | 0.2572 | 0.398646 |
14 | 0.067984 | 0.9096 | 0.182136 |
15 | 0.081549 | 1.091 | 0.138359 |
16 | 0.024281 | 0.3249 | 0.372832 |
17 | -0.018099 | -0.2422 | 0.40447 |
18 | -0.012751 | -0.1706 | 0.432367 |
19 | -0.017108 | -0.2289 | 0.409607 |
20 | 0.00914 | 0.1223 | 0.451406 |
21 | 0.047298 | 0.6328 | 0.263834 |
22 | -0.075458 | -1.0096 | 0.157035 |