Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.174035 | -1.0442 | 0.151675 |
2 | 0.091937 | 0.5516 | 0.292308 |
3 | 0.162115 | 0.9727 | 0.168599 |
4 | 0.029283 | 0.1757 | 0.430759 |
5 | -0.096317 | -0.5779 | 0.283463 |
6 | 0.103945 | 0.6237 | 0.268389 |
7 | -0.084229 | -0.5054 | 0.308188 |
8 | 0.080761 | 0.4846 | 0.31546 |
9 | -0.096837 | -0.581 | 0.282423 |
10 | -0.15705 | -0.9423 | 0.176159 |
11 | 0.273112 | 1.6387 | 0.054997 |
12 | -0.44549 | -2.6729 | 0.005614 |
13 | -0.049824 | -0.2989 | 0.38335 |
14 | 0.050582 | 0.3035 | 0.38163 |
15 | 0.021522 | 0.1291 | 0.448986 |
16 | -0.042911 | -0.2575 | 0.399142 |
17 | 0.144716 | 0.8683 | 0.195492 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.174035 | -1.0442 | 0.151675 |
2 | 0.063574 | 0.3814 | 0.352558 |
3 | 0.194826 | 1.169 | 0.125051 |
4 | 0.089173 | 0.535 | 0.297957 |
5 | -0.117798 | -0.7068 | 0.242125 |
6 | 0.022812 | 0.1369 | 0.445946 |
7 | -0.062987 | -0.3779 | 0.353855 |
8 | 0.087557 | 0.5253 | 0.301284 |
9 | -0.076205 | -0.4572 | 0.325126 |
10 | -0.217288 | -1.3037 | 0.100301 |
11 | 0.256735 | 1.5404 | 0.066102 |
12 | -0.394449 | -2.3667 | 0.011724 |
13 | -0.127223 | -0.7633 | 0.225118 |
14 | 0.022763 | 0.1366 | 0.446063 |
15 | 0.193992 | 1.1639 | 0.12605 |
16 | 0.162979 | 0.9779 | 0.167331 |
17 | -0.047845 | -0.2871 | 0.387852 |