Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.172956 | 1.0377 | 0.153156 |
2 | 0.217482 | 1.3049 | 0.100105 |
3 | 0.055402 | 0.3324 | 0.370753 |
4 | 0.276984 | 1.6619 | 0.052608 |
5 | -0.0374 | -0.2244 | 0.411856 |
6 | 0.021353 | 0.1281 | 0.449384 |
7 | 0.00249 | 0.0149 | 0.494081 |
8 | -0.133369 | -0.8002 | 0.214419 |
9 | 0.007708 | 0.0462 | 0.481684 |
10 | -0.00083 | -0.005 | 0.498026 |
11 | 0.096685 | 0.5801 | 0.282726 |
12 | -0.271858 | -1.6311 | 0.055789 |
13 | -0.085193 | -0.5112 | 0.306181 |
14 | 0.051933 | 0.3116 | 0.378571 |
15 | 0.045162 | 0.271 | 0.39398 |
16 | -0.162829 | -0.977 | 0.167551 |
17 | -0.135014 | -0.8101 | 0.211607 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.172956 | 1.0377 | 0.153156 |
2 | 0.193352 | 1.1601 | 0.12682 |
3 | -0.008975 | -0.0539 | 0.478675 |
4 | 0.244594 | 1.4676 | 0.075453 |
5 | -0.134546 | -0.8073 | 0.212405 |
6 | -0.050991 | -0.3059 | 0.380705 |
7 | 0.038001 | 0.228 | 0.410465 |
8 | -0.233742 | -1.4025 | 0.084673 |
9 | 0.133817 | 0.8029 | 0.21365 |
10 | 0.042829 | 0.257 | 0.399332 |
11 | 0.0653 | 0.3918 | 0.348758 |
12 | -0.245209 | -1.4713 | 0.074955 |
13 | -0.114292 | -0.6858 | 0.248631 |
14 | 0.223745 | 1.3425 | 0.093924 |
15 | -0.028409 | -0.1705 | 0.432804 |
16 | -0.105517 | -0.6331 | 0.265333 |
17 | -0.113255 | -0.6795 | 0.250574 |