Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.215861 | 1.9784 | 0.025581 |
2 | 0.08261 | 0.7571 | 0.225543 |
3 | 0.113173 | 1.0373 | 0.151298 |
4 | 0.019523 | 0.1789 | 0.429211 |
5 | -0.071148 | -0.6521 | 0.258065 |
6 | -0.027015 | -0.2476 | 0.402526 |
7 | 0.067269 | 0.6165 | 0.269606 |
8 | 0.068082 | 0.624 | 0.267166 |
9 | -0.035008 | -0.3209 | 0.37456 |
10 | 0.03516 | 0.3222 | 0.374033 |
11 | -0.002414 | -0.0221 | 0.491199 |
12 | -0.209582 | -1.9209 | 0.029071 |
13 | 0.165398 | 1.5159 | 0.066649 |
14 | -0.010459 | -0.0959 | 0.461929 |
15 | -0.118559 | -1.0866 | 0.140159 |
16 | -0.100483 | -0.9209 | 0.179859 |
17 | 0.003336 | 0.0306 | 0.487842 |
18 | 0.067957 | 0.6228 | 0.26754 |
19 | -0.066554 | -0.61 | 0.271761 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.215861 | 1.9784 | 0.025581 |
2 | 0.037775 | 0.3462 | 0.365025 |
3 | 0.092286 | 0.8458 | 0.200028 |
4 | -0.026535 | -0.2432 | 0.404223 |
5 | -0.08448 | -0.7743 | 0.220472 |
6 | -0.005615 | -0.0515 | 0.479538 |
7 | 0.087428 | 0.8013 | 0.212611 |
8 | 0.059757 | 0.5477 | 0.292681 |
9 | -0.068842 | -0.6309 | 0.264895 |
10 | 0.027782 | 0.2546 | 0.399816 |
11 | -0.029176 | -0.2674 | 0.394906 |
12 | -0.200175 | -1.8346 | 0.03505 |
13 | 0.289956 | 2.6575 | 0.004711 |
14 | -0.114185 | -1.0465 | 0.149161 |
15 | -0.103887 | -0.9521 | 0.171879 |
16 | -0.091517 | -0.8388 | 0.201989 |
17 | 0.041614 | 0.3814 | 0.351934 |
18 | 0.139423 | 1.2778 | 0.102414 |
19 | -0.0749 | -0.6865 | 0.247153 |