Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.085406 | -0.5124 | 0.305738 |
2 | -0.042509 | -0.2551 | 0.400067 |
3 | -0.077064 | -0.4624 | 0.323293 |
4 | 0.049278 | 0.2957 | 0.38459 |
5 | 0.180265 | 1.0816 | 0.143313 |
6 | -0.089462 | -0.5368 | 0.297363 |
7 | -0.300777 | -1.8047 | 0.039749 |
8 | -0.178839 | -1.073 | 0.145198 |
9 | 0.06765 | 0.4059 | 0.343609 |
10 | -0.028205 | -0.1692 | 0.433283 |
11 | -0.080073 | -0.4804 | 0.316911 |
12 | -0.249955 | -1.4997 | 0.071202 |
13 | 0.092692 | 0.5562 | 0.290774 |
14 | 0.122822 | 0.7369 | 0.23297 |
15 | 0.018938 | 0.1136 | 0.455083 |
16 | -0.139971 | -0.8398 | 0.203275 |
17 | 0.171959 | 1.0318 | 0.154535 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.085406 | -0.5124 | 0.305738 |
2 | -0.050169 | -0.301 | 0.382568 |
3 | -0.086004 | -0.516 | 0.304496 |
4 | 0.032789 | 0.1967 | 0.42257 |
5 | 0.183046 | 1.0983 | 0.139687 |
6 | -0.060906 | -0.3654 | 0.358461 |
7 | -0.308769 | -1.8526 | 0.036075 |
8 | -0.25262 | -1.5157 | 0.069161 |
9 | -0.029128 | -0.1748 | 0.431121 |
10 | -0.105381 | -0.6323 | 0.265598 |
11 | -0.089544 | -0.5373 | 0.297196 |
12 | -0.209418 | -1.2565 | 0.108513 |
13 | 0.021083 | 0.1265 | 0.45002 |
14 | -0.020308 | -0.1218 | 0.451849 |
15 | -0.128566 | -0.7714 | 0.222753 |
16 | -0.236741 | -1.4204 | 0.082041 |
17 | 0.160705 | 0.9642 | 0.170681 |