Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.176736 | -1.2245 | 0.113377 |
2 | -0.049668 | -0.3441 | 0.366132 |
3 | 0.027838 | 0.1929 | 0.423938 |
4 | -0.132901 | -0.9208 | 0.180888 |
5 | 0.228402 | 1.5824 | 0.060061 |
6 | -0.013086 | -0.0907 | 0.464069 |
7 | -0.318036 | -2.2034 | 0.016198 |
8 | -0.084752 | -0.5872 | 0.279917 |
9 | 0.054677 | 0.3788 | 0.353249 |
10 | -0.151878 | -1.0522 | 0.148978 |
11 | 0.012657 | 0.0877 | 0.465245 |
12 | -0.116019 | -0.8038 | 0.212737 |
13 | -0.056265 | -0.3898 | 0.3492 |
14 | 0.116626 | 0.808 | 0.211537 |
15 | 0.015995 | 0.1108 | 0.456113 |
16 | -0.089611 | -0.6208 | 0.26882 |
17 | 0.180572 | 1.251 | 0.108491 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.176736 | -1.2245 | 0.113377 |
2 | -0.083513 | -0.5786 | 0.282785 |
3 | 0.003708 | 0.0257 | 0.489805 |
4 | -0.136213 | -0.9437 | 0.175021 |
5 | 0.191175 | 1.3245 | 0.095805 |
6 | 0.045662 | 0.3164 | 0.376553 |
7 | -0.309319 | -2.143 | 0.018605 |
8 | -0.244548 | -1.6943 | 0.048346 |
9 | 0.020626 | 0.1429 | 0.443484 |
10 | -0.231016 | -1.6005 | 0.058022 |
11 | -0.182406 | -1.2637 | 0.106212 |
12 | -0.093833 | -0.6501 | 0.259366 |
13 | -0.072843 | -0.5047 | 0.308049 |
14 | -0.150791 | -1.0447 | 0.150695 |
15 | -0.082707 | -0.573 | 0.284656 |
16 | -0.189343 | -1.3118 | 0.097913 |
17 | -0.010002 | -0.0693 | 0.472521 |