Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.052188 | -0.3616 | 0.359631 |
2 | -0.035946 | -0.249 | 0.402196 |
3 | -0.085911 | -0.5952 | 0.277251 |
4 | 0.185655 | 1.2863 | 0.102262 |
5 | -0.035895 | -0.2487 | 0.402333 |
6 | 0.095218 | 0.6597 | 0.256304 |
7 | 0.04264 | 0.2954 | 0.384474 |
8 | 0.084656 | 0.5865 | 0.280139 |
9 | 0.111993 | 0.7759 | 0.220803 |
10 | 0.082754 | 0.5733 | 0.284547 |
11 | 0.106509 | 0.7379 | 0.232079 |
12 | -0.390321 | -2.7042 | 0.004722 |
13 | 0.128619 | 0.8911 | 0.18866 |
14 | 0.032319 | 0.2239 | 0.411888 |
15 | 0.195691 | 1.3558 | 0.090756 |
16 | 0.025049 | 0.1735 | 0.431477 |
17 | 0.119217 | 0.826 | 0.206457 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.052188 | -0.3616 | 0.359631 |
2 | -0.038775 | -0.2686 | 0.394679 |
3 | -0.090264 | -0.6254 | 0.267346 |
4 | 0.176595 | 1.2235 | 0.113559 |
5 | -0.026013 | -0.1802 | 0.428868 |
6 | 0.103468 | 0.7168 | 0.238472 |
7 | 0.08183 | 0.5669 | 0.286701 |
8 | 0.064595 | 0.4475 | 0.328255 |
9 | 0.161563 | 1.1193 | 0.134282 |
10 | 0.085758 | 0.5941 | 0.277601 |
11 | 0.143125 | 0.9916 | 0.163182 |
12 | -0.416018 | -2.8823 | 0.002945 |
13 | 0.090722 | 0.6285 | 0.266316 |
14 | -0.056321 | -0.3902 | 0.349056 |
15 | 0.108551 | 0.7521 | 0.227842 |
16 | 0.203945 | 1.413 | 0.082058 |
17 | 0.019704 | 0.1365 | 0.445993 |