Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.232031 | 1.5737 | 0.061204 |
2 | 0.224018 | 1.5194 | 0.067758 |
3 | 0.261275 | 1.7721 | 0.041505 |
4 | -0.063354 | -0.4297 | 0.334715 |
5 | -0.104829 | -0.711 | 0.240342 |
6 | 0.002949 | 0.02 | 0.492064 |
7 | -0.100184 | -0.6795 | 0.25012 |
8 | 0.015108 | 0.1025 | 0.459416 |
9 | -0.12543 | -0.8507 | 0.199669 |
10 | -0.105865 | -0.718 | 0.23819 |
11 | -0.064443 | -0.4371 | 0.332053 |
12 | -0.366024 | -2.4825 | 0.008379 |
13 | -0.121714 | -0.8255 | 0.206674 |
14 | -0.12052 | -0.8174 | 0.208955 |
15 | -0.13712 | -0.93 | 0.178615 |
16 | -0.024167 | -0.1639 | 0.435262 |
17 | 0.069034 | 0.4682 | 0.320921 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.232031 | 1.5737 | 0.061204 |
2 | 0.179863 | 1.2199 | 0.114362 |
3 | 0.193229 | 1.3105 | 0.098259 |
4 | -0.20523 | -1.3919 | 0.085317 |
5 | -0.166231 | -1.1274 | 0.132703 |
6 | 0.053712 | 0.3643 | 0.358655 |
7 | 0.015039 | 0.102 | 0.459601 |
8 | 0.093588 | 0.6347 | 0.26437 |
9 | -0.205906 | -1.3965 | 0.08463 |
10 | -0.090412 | -0.6132 | 0.271381 |
11 | -0.007656 | -0.0519 | 0.479408 |
12 | -0.302332 | -2.0505 | 0.023019 |
13 | 0.04978 | 0.3376 | 0.36859 |
14 | -0.035162 | -0.2385 | 0.406285 |
15 | 0.066468 | 0.4508 | 0.327124 |
16 | -0.083056 | -0.5633 | 0.28798 |
17 | 0.019525 | 0.1324 | 0.447613 |