Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.067835 | -0.5254 | 0.300604 |
2 | 0.159939 | 1.2389 | 0.110106 |
3 | 0.247549 | 1.9175 | 0.029969 |
4 | -0.096469 | -0.7472 | 0.228917 |
5 | 0.127406 | 0.9869 | 0.163831 |
6 | -0.112407 | -0.8707 | 0.193694 |
7 | -0.202835 | -1.5712 | 0.060703 |
8 | -0.030078 | -0.233 | 0.408283 |
9 | -0.176185 | -1.3647 | 0.088718 |
10 | -0.194355 | -1.5055 | 0.068726 |
11 | -0.037405 | -0.2897 | 0.386506 |
12 | -0.465521 | -3.6059 | 0.000317 |
13 | 0.018937 | 0.1467 | 0.441936 |
14 | 0.023464 | 0.1818 | 0.428194 |
15 | -0.033775 | -0.2616 | 0.397255 |
16 | 0.030577 | 0.2368 | 0.40679 |
17 | 0.067425 | 0.5223 | 0.301703 |
18 | 0.239767 | 1.8572 | 0.034094 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.067835 | -0.5254 | 0.300604 |
2 | 0.156056 | 1.2088 | 0.11574 |
3 | 0.27523 | 2.1319 | 0.018559 |
4 | -0.089655 | -0.6945 | 0.245035 |
5 | 0.028202 | 0.2184 | 0.41391 |
6 | -0.151136 | -1.1707 | 0.123175 |
7 | -0.231032 | -1.7896 | 0.039285 |
8 | -0.085424 | -0.6617 | 0.255351 |
9 | -0.047364 | -0.3669 | 0.357501 |
10 | -0.132525 | -1.0265 | 0.15438 |
11 | -0.006664 | -0.0516 | 0.479501 |
12 | -0.428202 | -3.3168 | 0.000775 |
13 | -0.072993 | -0.5654 | 0.286954 |
14 | 0.124777 | 0.9665 | 0.168832 |
15 | 0.240599 | 1.8637 | 0.033632 |
16 | -0.112397 | -0.8706 | 0.193714 |
17 | -0.022202 | -0.172 | 0.432017 |
18 | 0.125179 | 0.9696 | 0.168062 |