Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.011871 | 0.092 | 0.46352 |
2 | 0.038838 | 0.3008 | 0.382289 |
3 | -0.109458 | -0.8479 | 0.199943 |
4 | -0.051329 | -0.3976 | 0.34617 |
5 | -0.100997 | -0.7823 | 0.218551 |
6 | -0.053604 | -0.4152 | 0.339734 |
7 | 0.028101 | 0.2177 | 0.414214 |
8 | 0.03353 | 0.2597 | 0.397983 |
9 | -0.006097 | -0.0472 | 0.481245 |
10 | 0.064977 | 0.5033 | 0.308294 |
11 | 0.156907 | 1.2154 | 0.114488 |
12 | -0.377489 | -2.924 | 0.002435 |
13 | -0.09635 | -0.7463 | 0.229193 |
14 | -0.016226 | -0.1257 | 0.450201 |
15 | 0.016848 | 0.1305 | 0.448301 |
16 | -0.034247 | -0.2653 | 0.395853 |
17 | -0.041658 | -0.3227 | 0.37403 |
18 | 0.046518 | 0.3603 | 0.359933 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.011871 | 0.092 | 0.46352 |
2 | 0.038703 | 0.2998 | 0.382687 |
3 | -0.110542 | -0.8563 | 0.197632 |
4 | -0.050551 | -0.3916 | 0.348382 |
5 | -0.092534 | -0.7168 | 0.238149 |
6 | -0.061508 | -0.4764 | 0.317745 |
7 | 0.025032 | 0.1939 | 0.423457 |
8 | 0.013956 | 0.1081 | 0.457137 |
9 | -0.030892 | -0.2393 | 0.405848 |
10 | 0.056154 | 0.435 | 0.332573 |
11 | 0.159728 | 1.2372 | 0.110408 |
12 | -0.404385 | -3.1324 | 0.00134 |
13 | -0.085833 | -0.6649 | 0.254343 |
14 | 0.085224 | 0.6601 | 0.255844 |
15 | -0.058001 | -0.4493 | 0.327428 |
16 | -0.078982 | -0.6118 | 0.271493 |
17 | -0.101249 | -0.7843 | 0.217984 |
18 | -0.014741 | -0.1142 | 0.454737 |