Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.082019 | -0.6406 | 0.262095 |
2 | 0.177755 | 1.3883 | 0.085046 |
3 | 0.141255 | 1.1032 | 0.137129 |
4 | 0.119419 | 0.9327 | 0.177328 |
5 | 0.122272 | 0.955 | 0.171679 |
6 | 0.249872 | 1.9516 | 0.027793 |
7 | -0.067954 | -0.5307 | 0.298764 |
8 | 0.187221 | 1.4622 | 0.074404 |
9 | 0.187594 | 1.4652 | 0.074007 |
10 | -0.024809 | -0.1938 | 0.423501 |
11 | 0.171762 | 1.3415 | 0.092365 |
12 | -0.129591 | -1.0121 | 0.157735 |
13 | 0.007029 | 0.0549 | 0.478198 |
14 | 0.003168 | 0.0247 | 0.490169 |
15 | 0.137798 | 1.0762 | 0.143029 |
16 | -0.108743 | -0.8493 | 0.199516 |
17 | 0.157583 | 1.2308 | 0.111569 |
18 | -0.089705 | -0.7006 | 0.243102 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.082019 | -0.6406 | 0.262095 |
2 | 0.172186 | 1.3448 | 0.091831 |
3 | 0.173731 | 1.3569 | 0.089909 |
4 | 0.122795 | 0.9591 | 0.170657 |
5 | 0.098582 | 0.7699 | 0.222151 |
6 | 0.22926 | 1.7906 | 0.039162 |
7 | -0.089497 | -0.699 | 0.243606 |
8 | 0.059908 | 0.4679 | 0.320762 |
9 | 0.17286 | 1.3501 | 0.090989 |
10 | -0.070944 | -0.5541 | 0.290771 |
11 | 0.053844 | 0.4205 | 0.337787 |
12 | -0.223373 | -1.7446 | 0.043045 |
13 | -0.102422 | -0.7999 | 0.213425 |
14 | -0.106303 | -0.8303 | 0.204816 |
15 | 0.129336 | 1.0101 | 0.158208 |
16 | -0.023903 | -0.1867 | 0.426263 |
17 | 0.091986 | 0.7184 | 0.237615 |
18 | 0.022357 | 0.1746 | 0.43098 |