Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.168099 | 1.1524 | 0.127487 |
2 | 0.044535 | 0.3053 | 0.380738 |
3 | 0.106669 | 0.7313 | 0.234117 |
4 | -0.003254 | -0.0223 | 0.491148 |
5 | 0.286291 | 1.9627 | 0.027807 |
6 | 0.113242 | 0.7763 | 0.220716 |
7 | -0.189479 | -1.299 | 0.10014 |
8 | 0.081626 | 0.5596 | 0.289206 |
9 | -0.051808 | -0.3552 | 0.362024 |
10 | -0.01877 | -0.1287 | 0.449079 |
11 | 0.100477 | 0.6888 | 0.247156 |
12 | -0.284633 | -1.9513 | 0.028495 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.168099 | 1.1524 | 0.127487 |
2 | 0.016751 | 0.1148 | 0.454532 |
3 | 0.099326 | 0.6809 | 0.249623 |
4 | -0.038902 | -0.2667 | 0.395435 |
5 | 0.300523 | 2.0603 | 0.022466 |
6 | 0.004621 | 0.0317 | 0.48743 |
7 | -0.234659 | -1.6087 | 0.057186 |
8 | 0.112579 | 0.7718 | 0.222047 |
9 | -0.076883 | -0.5271 | 0.300307 |
10 | -0.049395 | -0.3386 | 0.368197 |
11 | 0.05782 | 0.3964 | 0.346804 |
12 | -0.222092 | -1.5226 | 0.067281 |