Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.297267 | -1.0298 | 0.161715 |
2 | -0.221215 | -0.7663 | 0.229151 |
3 | 0.174816 | 0.6056 | 0.278037 |
4 | -0.159086 | -0.5511 | 0.295843 |
5 | 0.078135 | 0.2707 | 0.395622 |
6 | 0.03869 | 0.134 | 0.447802 |
7 | -0.230443 | -0.7983 | 0.220111 |
8 | 0.208958 | 0.7239 | 0.241515 |
9 | 0.124179 | 0.4302 | 0.337348 |
10 | -0.251807 | -0.8723 | 0.200085 |
11 | 0.035039 | 0.1214 | 0.4527 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.297267 | -1.0298 | 0.161715 |
2 | -0.339592 | -1.1764 | 0.131126 |
3 | -0.017638 | -0.0611 | 0.476143 |
4 | -0.211279 | -0.7319 | 0.239143 |
5 | 0.001344 | 0.0047 | 0.49818 |
6 | -0.031848 | -0.1103 | 0.456988 |
7 | -0.222283 | -0.77 | 0.228093 |
8 | 0.038551 | 0.1335 | 0.447988 |
9 | 0.142516 | 0.4937 | 0.315219 |
10 | -0.083816 | -0.2903 | 0.388254 |
11 | -0.092857 | -0.3217 | 0.37662 |