Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.13543 | 0.9285 | 0.178956 |
2 | 0.240985 | 1.6521 | 0.052589 |
3 | 0.33581 | 2.3022 | 0.0129 |
4 | 0.22256 | 1.5258 | 0.066881 |
5 | 0.063804 | 0.4374 | 0.331906 |
6 | 0.185662 | 1.2728 | 0.104668 |
7 | 0.018785 | 0.1288 | 0.44904 |
8 | 0.140643 | 0.9642 | 0.16994 |
9 | 0.013149 | 0.0901 | 0.464277 |
10 | -0.086975 | -0.5963 | 0.276928 |
11 | 0.283014 | 1.9402 | 0.029181 |
12 | -0.157775 | -1.0816 | 0.142463 |
13 | -0.077121 | -0.5287 | 0.299746 |
14 | 0.096843 | 0.6639 | 0.254991 |
15 | 0.071789 | 0.4922 | 0.312449 |
16 | -0.103472 | -0.7094 | 0.240799 |
17 | 0.075741 | 0.5193 | 0.303011 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.13543 | 0.9285 | 0.178956 |
2 | 0.226804 | 1.5549 | 0.063341 |
3 | 0.300548 | 2.0605 | 0.022457 |
4 | 0.144633 | 0.9916 | 0.163247 |
5 | -0.098278 | -0.6738 | 0.251883 |
6 | 0.01888 | 0.1294 | 0.448784 |
7 | -0.108703 | -0.7452 | 0.229922 |
8 | 0.102722 | 0.7042 | 0.242382 |
9 | -0.034444 | -0.2361 | 0.407177 |
10 | -0.159775 | -1.0954 | 0.139469 |
11 | 0.322187 | 2.2088 | 0.01605 |
12 | -0.24632 | -1.6887 | 0.048952 |
13 | -0.065444 | -0.4487 | 0.327868 |
14 | 0.054841 | 0.376 | 0.354314 |
15 | 0.129157 | 0.8855 | 0.190209 |
16 | 0.017091 | 0.1172 | 0.453612 |
17 | -0.088068 | -0.6038 | 0.274451 |