Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.068308 | 0.7483 | 0.227877 |
2 | 0.076629 | 0.8394 | 0.201449 |
3 | 0.055094 | 0.6035 | 0.273651 |
4 | 0.018536 | 0.2031 | 0.419718 |
5 | -0.007135 | -0.0782 | 0.468917 |
6 | 0.01721 | 0.1885 | 0.425393 |
7 | -0.000402 | -0.0044 | 0.498246 |
8 | 0.031428 | 0.3443 | 0.365618 |
9 | 0.036277 | 0.3974 | 0.345893 |
10 | -0.060729 | -0.6653 | 0.253583 |
11 | 0.059695 | 0.6539 | 0.257206 |
12 | -0.106315 | -1.1646 | 0.12324 |
13 | 0.148872 | 1.6308 | 0.052776 |
14 | -0.054343 | -0.5953 | 0.276384 |
15 | 0.044052 | 0.4826 | 0.315143 |
16 | 0.016195 | 0.1774 | 0.429744 |
17 | -0.009196 | -0.1007 | 0.459963 |
18 | 0.0108 | 0.1183 | 0.453011 |
19 | 0.018602 | 0.2038 | 0.419436 |
20 | -0.017711 | -0.194 | 0.423244 |
21 | 0.002484 | 0.0272 | 0.489169 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.068308 | 0.7483 | 0.227877 |
2 | 0.0723 | 0.792 | 0.214959 |
3 | 0.04575 | 0.5012 | 0.308585 |
4 | 0.006866 | 0.0752 | 0.470085 |
5 | -0.016177 | -0.1772 | 0.429823 |
6 | 0.014468 | 0.1585 | 0.437168 |
7 | -0.001871 | -0.0205 | 0.491843 |
8 | 0.030781 | 0.3372 | 0.368283 |
9 | 0.031928 | 0.3498 | 0.363568 |
10 | -0.070575 | -0.7731 | 0.220488 |
11 | 0.061268 | 0.6712 | 0.251707 |
12 | -0.111509 | -1.2215 | 0.112142 |
13 | 0.167623 | 1.8362 | 0.034401 |
14 | -0.074146 | -0.8122 | 0.209134 |
15 | 0.047854 | 0.5242 | 0.300548 |
16 | 0.001498 | 0.0164 | 0.493467 |
17 | -0.020287 | -0.2222 | 0.412256 |
18 | 0.022539 | 0.2469 | 0.402703 |
19 | 0.007107 | 0.0779 | 0.469038 |
20 | -0.016596 | -0.1818 | 0.428021 |
21 | 0.007042 | 0.0771 | 0.46932 |