Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.258848 | -2.005 | 0.024739 |
2 | -0.136624 | -1.0583 | 0.147083 |
3 | 0.079577 | 0.6164 | 0.269982 |
4 | -0.085683 | -0.6637 | 0.254713 |
5 | -0.066777 | -0.5173 | 0.30344 |
6 | 0.099273 | 0.769 | 0.222464 |
7 | -0.004392 | -0.034 | 0.486488 |
8 | 0.058863 | 0.456 | 0.325035 |
9 | 0.001712 | 0.0133 | 0.494732 |
10 | 0.018198 | 0.141 | 0.444187 |
11 | 0.069327 | 0.537 | 0.296625 |
12 | -0.036137 | -0.2799 | 0.390253 |
13 | -0.025213 | -0.1953 | 0.422909 |
14 | -0.138422 | -1.0722 | 0.143959 |
15 | -0.050881 | -0.3941 | 0.347445 |
16 | 0.240057 | 1.8595 | 0.033932 |
17 | -0.124752 | -0.9663 | 0.168881 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.258848 | -2.005 | 0.024739 |
2 | -0.21825 | -1.6906 | 0.048055 |
3 | -0.022509 | -0.1744 | 0.431088 |
4 | -0.10901 | -0.8444 | 0.200903 |
5 | -0.126035 | -0.9763 | 0.166426 |
6 | 0.01016 | 0.0787 | 0.468767 |
7 | 0.002143 | 0.0166 | 0.493406 |
8 | 0.088076 | 0.6822 | 0.248858 |
9 | 0.039324 | 0.3046 | 0.380862 |
10 | 0.07361 | 0.5702 | 0.285342 |
11 | 0.135912 | 1.0528 | 0.148334 |
12 | 0.065119 | 0.5044 | 0.307911 |
13 | 0.035032 | 0.2714 | 0.393523 |
14 | -0.16702 | -1.2937 | 0.100358 |
15 | -0.175179 | -1.3569 | 0.089944 |
16 | 0.127217 | 0.9854 | 0.164189 |
17 | -0.083089 | -0.6436 | 0.261143 |