Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.084606 | -0.6499 | 0.259148 |
2 | -0.081544 | -0.6263 | 0.266751 |
3 | 0.156409 | 1.2014 | 0.117198 |
4 | 0.066358 | 0.5097 | 0.306081 |
5 | -0.18876 | -1.4499 | 0.076191 |
6 | -0.088691 | -0.6812 | 0.24919 |
7 | -0.073622 | -0.5655 | 0.28694 |
8 | -0.128472 | -0.9868 | 0.163882 |
9 | 0.083768 | 0.6434 | 0.261219 |
10 | -0.036623 | -0.2813 | 0.38973 |
11 | 0.062945 | 0.4835 | 0.315268 |
12 | -0.052466 | -0.403 | 0.344202 |
13 | -0.00718 | -0.0552 | 0.478102 |
14 | -0.048932 | -0.3759 | 0.354187 |
15 | -0.101087 | -0.7765 | 0.220289 |
16 | -0.142251 | -1.0927 | 0.139494 |
17 | -0.056263 | -0.4322 | 0.3336 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.084606 | -0.6499 | 0.259148 |
2 | -0.089341 | -0.6862 | 0.247623 |
3 | 0.143499 | 1.1022 | 0.137417 |
4 | 0.087807 | 0.6745 | 0.251326 |
5 | -0.158902 | -1.2205 | 0.113556 |
6 | -0.138984 | -1.0676 | 0.145035 |
7 | -0.148379 | -1.1397 | 0.129504 |
8 | -0.128072 | -0.9837 | 0.164631 |
9 | 0.117478 | 0.9024 | 0.185266 |
10 | -0.006411 | -0.0492 | 0.480446 |
11 | 0.094185 | 0.7234 | 0.236131 |
12 | -0.120494 | -0.9255 | 0.17923 |
13 | -0.11389 | -0.8748 | 0.192613 |
14 | -0.120299 | -0.924 | 0.179615 |
15 | -0.147338 | -1.1317 | 0.131165 |
16 | -0.147338 | -1.1317 | 0.131164 |
17 | -0.08472 | -0.6507 | 0.258868 |