Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.085806 | -0.6702 | 0.252642 |
2 | 0.163929 | 1.2803 | 0.102639 |
3 | 0.114211 | 0.892 | 0.187944 |
4 | 0.100309 | 0.7834 | 0.218201 |
5 | 0.153367 | 1.1978 | 0.117807 |
6 | 0.210214 | 1.6418 | 0.052887 |
7 | -0.072759 | -0.5683 | 0.285969 |
8 | 0.146198 | 1.1418 | 0.12899 |
9 | 0.147216 | 1.1498 | 0.127359 |
10 | -0.00015 | -0.0012 | 0.499534 |
11 | 0.185265 | 1.447 | 0.076513 |
12 | -0.147174 | -1.1495 | 0.127426 |
13 | 0.021657 | 0.1691 | 0.433121 |
14 | -0.033124 | -0.2587 | 0.398365 |
15 | 0.141644 | 1.1063 | 0.136476 |
16 | -0.092068 | -0.7191 | 0.237421 |
17 | 0.144202 | 1.1263 | 0.132236 |
18 | -0.099474 | -0.7769 | 0.220105 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.085806 | -0.6702 | 0.252642 |
2 | 0.157728 | 1.2319 | 0.111359 |
3 | 0.144216 | 1.1264 | 0.132212 |
4 | 0.101255 | 0.7908 | 0.216054 |
5 | 0.13919 | 1.0871 | 0.140633 |
6 | 0.210727 | 1.6458 | 0.052471 |
7 | -0.098313 | -0.7678 | 0.22277 |
8 | 0.026512 | 0.2071 | 0.418324 |
9 | 0.132659 | 1.0361 | 0.152123 |
10 | -0.040242 | -0.3143 | 0.377182 |
11 | 0.09201 | 0.7186 | 0.23756 |
12 | -0.188648 | -1.4734 | 0.072894 |
13 | -0.079197 | -0.6185 | 0.269259 |
14 | -0.126024 | -0.9843 | 0.164434 |
15 | 0.127146 | 0.993 | 0.162307 |
16 | -0.038757 | -0.3027 | 0.381573 |
17 | 0.112258 | 0.8768 | 0.192028 |
18 | 0.007116 | 0.0556 | 0.47793 |