Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.243388 | -1.8695 | 0.033259 |
2 | 0.127554 | 0.9798 | 0.165603 |
3 | -0.211422 | -1.624 | 0.054857 |
4 | 0.085624 | 0.6577 | 0.256647 |
5 | -0.259145 | -1.9905 | 0.025586 |
6 | -0.115734 | -0.889 | 0.188816 |
7 | 0.08691 | 0.6676 | 0.253507 |
8 | 0.101262 | 0.7778 | 0.219896 |
9 | -0.216117 | -1.66 | 0.051108 |
10 | 0.131076 | 1.0068 | 0.159068 |
11 | 0.066838 | 0.5134 | 0.304797 |
12 | 0.009437 | 0.0725 | 0.471228 |
13 | -0.177425 | -1.3628 | 0.089059 |
14 | 0.057533 | 0.4419 | 0.330083 |
15 | 0.156805 | 1.2044 | 0.116615 |
16 | -0.069737 | -0.5357 | 0.297103 |
17 | -0.054411 | -0.4179 | 0.338756 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.243388 | -1.8695 | 0.033259 |
2 | 0.072618 | 0.5578 | 0.28955 |
3 | -0.176274 | -1.354 | 0.090453 |
4 | -0.007148 | -0.0549 | 0.478201 |
5 | -0.234788 | -1.8034 | 0.038213 |
6 | -0.299633 | -2.3015 | 0.012455 |
7 | 0.023823 | 0.183 | 0.427716 |
8 | 0.065574 | 0.5037 | 0.308181 |
9 | -0.323261 | -2.483 | 0.007945 |
10 | -0.04525 | -0.3476 | 0.364698 |
11 | 0.061497 | 0.4724 | 0.319203 |
12 | -0.115078 | -0.8839 | 0.190162 |
13 | -0.172594 | -1.3257 | 0.095022 |
14 | -0.119625 | -0.9189 | 0.180957 |
15 | 0.091904 | 0.7059 | 0.241505 |
16 | 0.028948 | 0.2224 | 0.412403 |
17 | -0.133396 | -1.0246 | 0.154859 |