Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.05444 | 0.4619 | 0.322759 |
2 | 0.136876 | 1.1614 | 0.124651 |
3 | 0.149513 | 1.2687 | 0.104325 |
4 | 0.03169 | 0.2689 | 0.394387 |
5 | 0.045593 | 0.3869 | 0.349997 |
6 | 0.091981 | 0.7805 | 0.218832 |
7 | 0.015192 | 0.1289 | 0.448893 |
8 | 0.203558 | 1.7272 | 0.044205 |
9 | 0.02738 | 0.2323 | 0.408472 |
10 | -0.079682 | -0.6761 | 0.250565 |
11 | 0.190193 | 1.6138 | 0.055469 |
12 | -0.180006 | -1.5274 | 0.065521 |
13 | -0.013888 | -0.1178 | 0.45326 |
14 | 0.194659 | 1.6517 | 0.051471 |
15 | 0.021493 | 0.1824 | 0.4279 |
16 | 0.005917 | 0.0502 | 0.480047 |
17 | -0.074964 | -0.6361 | 0.263368 |
18 | 0.016319 | 0.1385 | 0.445127 |
19 | 0.004458 | 0.0378 | 0.484967 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.05444 | 0.4619 | 0.322759 |
2 | 0.134311 | 1.1397 | 0.129102 |
3 | 0.138655 | 1.1765 | 0.12163 |
4 | 0.00249 | 0.0211 | 0.491603 |
5 | 0.00681 | 0.0578 | 0.477038 |
6 | 0.068126 | 0.5781 | 0.28251 |
7 | -0.000643 | -0.0055 | 0.49783 |
8 | 0.183971 | 1.561 | 0.061449 |
9 | -0.007425 | -0.063 | 0.474971 |
10 | -0.140554 | -1.1926 | 0.118463 |
11 | 0.15512 | 1.3162 | 0.096134 |
12 | -0.199256 | -1.6907 | 0.047605 |
13 | -0.015101 | -0.1281 | 0.4492 |
14 | 0.213506 | 1.8117 | 0.037104 |
15 | 0.03333 | 0.2828 | 0.389066 |
16 | -0.071837 | -0.6096 | 0.272036 |
17 | -0.165311 | -1.4027 | 0.0825 |
18 | 0.099752 | 0.8464 | 0.20006 |
19 | -0.024497 | -0.2079 | 0.41796 |