Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.120232 | 0.8586 | 0.197281 |
2 | -0.089672 | -0.6404 | 0.262395 |
3 | -0.044192 | -0.3156 | 0.376799 |
4 | 0.006851 | 0.0489 | 0.480585 |
5 | 0.212932 | 1.5206 | 0.067263 |
6 | 0.012201 | 0.0871 | 0.465454 |
7 | -0.185915 | -1.3277 | 0.095095 |
8 | 0.115071 | 0.8218 | 0.207516 |
9 | 0.259888 | 1.856 | 0.03462 |
10 | -0.000833 | -0.0059 | 0.497638 |
11 | -0.12693 | -0.9065 | 0.184478 |
12 | -0.385114 | -2.7503 | 0.00411 |
13 | -0.033379 | -0.2384 | 0.406272 |
14 | 0.326635 | 2.3326 | 0.011825 |
15 | -0.047024 | -0.3358 | 0.369194 |
16 | -0.033152 | -0.2368 | 0.406898 |
17 | -0.034205 | -0.2443 | 0.404 |
18 | 0.024779 | 0.177 | 0.430121 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.120232 | 0.8586 | 0.197281 |
2 | -0.105655 | -0.7545 | 0.227001 |
3 | -0.02008 | -0.1434 | 0.443271 |
4 | 0.005966 | 0.0426 | 0.483092 |
5 | 0.210369 | 1.5023 | 0.069589 |
6 | -0.045047 | -0.3217 | 0.374498 |
7 | -0.153793 | -1.0983 | 0.138615 |
8 | 0.183639 | 1.3114 | 0.09779 |
9 | 0.222536 | 1.5892 | 0.059095 |
10 | -0.120355 | -0.8595 | 0.197043 |
11 | -0.108127 | -0.7722 | 0.221785 |
12 | -0.31349 | -2.2388 | 0.014781 |
13 | 0.00109 | 0.0078 | 0.496909 |
14 | 0.250685 | 1.7902 | 0.039676 |
15 | -0.084731 | -0.6051 | 0.273899 |
16 | 0.071207 | 0.5085 | 0.306641 |
17 | 0.016289 | 0.1163 | 0.453925 |
18 | -0.025162 | -0.1797 | 0.429052 |