Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.106173 | -1.5015 | 0.067401 |
2 | 0.007061 | 0.0999 | 0.460279 |
3 | 0.036855 | 0.5212 | 0.301399 |
4 | 0.168943 | 2.3892 | 0.008907 |
5 | -0.1743 | -2.465 | 0.007273 |
6 | -0.014688 | -0.2077 | 0.41783 |
7 | 0.005464 | 0.0773 | 0.469244 |
8 | -0.050041 | -0.7077 | 0.239983 |
9 | -0.002823 | -0.0399 | 0.484099 |
10 | -0.102882 | -1.455 | 0.073622 |
11 | -0.02783 | -0.3936 | 0.347155 |
12 | -0.021731 | -0.3073 | 0.37946 |
13 | -0.018842 | -0.2665 | 0.395075 |
14 | 0.003346 | 0.0473 | 0.481155 |
15 | 0.007933 | 0.1122 | 0.455391 |
16 | 0.006151 | 0.087 | 0.465385 |
17 | 0.041625 | 0.5887 | 0.278375 |
18 | -0.001019 | -0.0144 | 0.494256 |
19 | -0.001497 | -0.0212 | 0.491565 |
20 | 0.011313 | 0.16 | 0.436527 |
21 | 0.009769 | 0.1382 | 0.445128 |
22 | -0.001958 | -0.0277 | 0.48897 |
23 | -0.001557 | -0.022 | 0.491226 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.106173 | -1.5015 | 0.067401 |
2 | -0.00426 | -0.0602 | 0.476012 |
3 | 0.03758 | 0.5315 | 0.297844 |
4 | 0.179131 | 2.5333 | 0.006033 |
5 | -0.14289 | -2.0208 | 0.022319 |
6 | -0.053089 | -0.7508 | 0.226831 |
7 | -0.014721 | -0.2082 | 0.417649 |
8 | -0.066424 | -0.9394 | 0.174336 |
9 | 0.046089 | 0.6518 | 0.257641 |
10 | -0.11969 | -1.6927 | 0.046038 |
11 | -0.056773 | -0.8029 | 0.211496 |
12 | -0.013376 | -0.1892 | 0.425077 |
13 | -0.039285 | -0.5556 | 0.28956 |
14 | 0.047771 | 0.6756 | 0.250045 |
15 | -0.010952 | -0.1549 | 0.438535 |
16 | -0.011276 | -0.1595 | 0.436728 |
17 | 0.04632 | 0.6551 | 0.256592 |
18 | -0.027245 | -0.3853 | 0.350213 |
19 | 0.004029 | 0.057 | 0.477312 |
20 | -0.00608 | -0.086 | 0.465785 |
21 | -0.017749 | -0.251 | 0.401032 |
22 | 0.017412 | 0.2462 | 0.402872 |
23 | -0.013563 | -0.1918 | 0.424045 |