Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.143939 | -1.0962 | 0.138759 |
2 | -0.113636 | -0.8654 | 0.195185 |
3 | -0.151515 | -1.1539 | 0.126636 |
4 | -0.227273 | -1.7309 | 0.044397 |
5 | -0.045455 | -0.3462 | 0.365233 |
6 | 0.098485 | 0.75 | 0.228132 |
7 | 0 | 0 | 0.5 |
8 | 0.136364 | 1.0385 | 0.15167 |
9 | 0.075758 | 0.577 | 0.283102 |
10 | -0.045455 | -0.3462 | 0.365233 |
11 | -0.007576 | -0.0577 | 0.477095 |
12 | -0.106061 | -0.8077 | 0.211272 |
13 | -0.083333 | -0.6346 | 0.264077 |
14 | 0.083333 | 0.6346 | 0.264077 |
15 | 0 | 0 | 0.5 |
16 | 0.106061 | 0.8077 | 0.211272 |
17 | -0.106061 | -0.8077 | 0.211272 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.143939 | -1.0962 | 0.138759 |
2 | -0.137197 | -1.0449 | 0.15021 |
3 | -0.197601 | -1.5049 | 0.068891 |
4 | -0.329124 | -2.5065 | 0.007509 |
5 | -0.260782 | -1.9861 | 0.02588 |
6 | -0.149311 | -1.1371 | 0.130083 |
7 | -0.247173 | -1.8824 | 0.0324 |
8 | -0.123728 | -0.9423 | 0.174978 |
9 | -0.056602 | -0.4311 | 0.33401 |
10 | -0.080356 | -0.612 | 0.271474 |
11 | -0.019104 | -0.1455 | 0.442412 |
12 | -0.075653 | -0.5762 | 0.283369 |
13 | -0.107566 | -0.8192 | 0.208014 |
14 | -0.008018 | -0.0611 | 0.47576 |
15 | -0.065993 | -0.5026 | 0.308578 |
16 | 0.035883 | 0.2733 | 0.392807 |
17 | -0.179873 | -1.3699 | 0.088004 |