Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.120169 | 0.8326 | 0.20461 |
2 | 0.010068 | 0.0698 | 0.47234 |
3 | 0.171734 | 1.1898 | 0.119987 |
4 | 0.133712 | 0.9264 | 0.179441 |
5 | 0.140663 | 0.9745 | 0.167337 |
6 | -0.044383 | -0.3075 | 0.379899 |
7 | -0.08096 | -0.5609 | 0.288736 |
8 | 0.148789 | 1.0308 | 0.153891 |
9 | 0.028261 | 0.1958 | 0.422798 |
10 | -0.054481 | -0.3775 | 0.353749 |
11 | 0.167956 | 1.1636 | 0.125162 |
12 | -0.252965 | -1.7526 | 0.043029 |
13 | -0.036667 | -0.254 | 0.400277 |
14 | 0.108851 | 0.7541 | 0.227225 |
15 | -0.049715 | -0.3444 | 0.366011 |
16 | -0.066514 | -0.4608 | 0.323504 |
17 | -0.001154 | -0.008 | 0.496826 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.120169 | 0.8326 | 0.20461 |
2 | -0.004436 | -0.0307 | 0.487803 |
3 | 0.173561 | 1.2025 | 0.11754 |
4 | 0.09651 | 0.6686 | 0.253463 |
5 | 0.123948 | 0.8587 | 0.197377 |
6 | -0.102637 | -0.7111 | 0.240235 |
7 | -0.106564 | -0.7383 | 0.231965 |
8 | 0.117407 | 0.8134 | 0.209997 |
9 | -0.005459 | -0.0378 | 0.484995 |
10 | -0.024184 | -0.1676 | 0.433819 |
11 | 0.189451 | 1.3126 | 0.097787 |
12 | -0.348421 | -2.4139 | 0.009822 |
13 | 0.016281 | 0.1128 | 0.455331 |
14 | 0.093323 | 0.6466 | 0.260497 |
15 | 0.000739 | 0.0051 | 0.497969 |
16 | -0.054086 | -0.3747 | 0.35476 |
17 | 0.104378 | 0.7232 | 0.236548 |