Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.149984 | -1.3828 | 0.085177 |
2 | -0.04621 | -0.426 | 0.335579 |
3 | -0.007534 | -0.0695 | 0.472393 |
4 | -0.104641 | -0.9647 | 0.168705 |
5 | -0.018494 | -0.1705 | 0.432508 |
6 | -0.051415 | -0.474 | 0.318351 |
7 | 0.055096 | 0.508 | 0.3064 |
8 | -0.018639 | -0.1718 | 0.431986 |
9 | 0.080871 | 0.7456 | 0.228983 |
10 | 0.00293 | 0.027 | 0.489258 |
11 | -0.047182 | -0.435 | 0.332333 |
12 | -0.013686 | -0.1262 | 0.449943 |
13 | -0.039437 | -0.3636 | 0.358532 |
14 | 0.033166 | 0.3058 | 0.380262 |
15 | 0.027458 | 0.2532 | 0.400381 |
16 | -0.058068 | -0.5354 | 0.296898 |
17 | -0.016865 | -0.1555 | 0.438402 |
18 | 0.003074 | 0.0283 | 0.488728 |
19 | -0.043772 | -0.4036 | 0.343775 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.149984 | -1.3828 | 0.085177 |
2 | -0.070286 | -0.648 | 0.259363 |
3 | -0.02621 | -0.2416 | 0.404819 |
4 | -0.116499 | -1.0741 | 0.142916 |
5 | -0.058394 | -0.5384 | 0.295866 |
6 | -0.082197 | -0.7578 | 0.225327 |
7 | 0.023044 | 0.2125 | 0.41613 |
8 | -0.030872 | -0.2846 | 0.388311 |
9 | 0.069389 | 0.6397 | 0.262032 |
10 | 0.012077 | 0.1113 | 0.455802 |
11 | -0.031245 | -0.2881 | 0.387001 |
12 | -0.027587 | -0.2543 | 0.399925 |
13 | -0.032565 | -0.3002 | 0.382366 |
14 | 0.020626 | 0.1902 | 0.424817 |
15 | 0.033872 | 0.3123 | 0.377795 |
16 | -0.063068 | -0.5815 | 0.281236 |
17 | -0.046343 | -0.4273 | 0.335135 |
18 | -0.017626 | -0.1625 | 0.435646 |
19 | -0.053155 | -0.4901 | 0.312675 |