Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.017337 | -0.1332 | 0.447257 |
2 | 0.149965 | 1.1519 | 0.127003 |
3 | -0.058234 | -0.4473 | 0.328147 |
4 | -0.00463 | -0.0356 | 0.485875 |
5 | -0.186211 | -1.4303 | 0.078951 |
6 | 0.040189 | 0.3087 | 0.379321 |
7 | 0.133218 | 1.0233 | 0.15518 |
8 | -0.029695 | -0.2281 | 0.410182 |
9 | 0.115044 | 0.8837 | 0.19023 |
10 | -0.034218 | -0.2628 | 0.396797 |
11 | 0.347393 | 2.6684 | 0.004913 |
12 | -0.148666 | -1.1419 | 0.12905 |
13 | 0.048587 | 0.3732 | 0.355167 |
14 | -0.052057 | -0.3999 | 0.345354 |
15 | -0.061163 | -0.4698 | 0.320113 |
16 | -0.266151 | -2.0443 | 0.022695 |
17 | -0.021925 | -0.1684 | 0.433417 |
18 | -0.054559 | -0.4191 | 0.338342 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.017337 | -0.1332 | 0.447257 |
2 | 0.14971 | 1.1499 | 0.127404 |
3 | -0.054669 | -0.4199 | 0.338034 |
4 | -0.029034 | -0.223 | 0.412147 |
5 | -0.17421 | -1.3381 | 0.092994 |
6 | 0.040574 | 0.3117 | 0.378202 |
7 | 0.196252 | 1.5074 | 0.068517 |
8 | -0.059033 | -0.4534 | 0.325948 |
9 | 0.063947 | 0.4912 | 0.312557 |
10 | -0.044961 | -0.3454 | 0.365528 |
11 | 0.374162 | 2.874 | 0.002814 |
12 | -0.102154 | -0.7847 | 0.217896 |
13 | -0.107387 | -0.8249 | 0.206388 |
14 | 0.019729 | 0.1515 | 0.440032 |
15 | -0.057135 | -0.4389 | 0.331182 |
16 | -0.187125 | -1.4373 | 0.077953 |
17 | -0.11689 | -0.8978 | 0.186458 |
18 | -0.117625 | -0.9035 | 0.184968 |