Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.213336 | -1.6525 | 0.051829 |
2 | -0.091258 | -0.7069 | 0.241189 |
3 | 0.005843 | 0.0453 | 0.482025 |
4 | -0.010794 | -0.0836 | 0.466823 |
5 | -0.057166 | -0.4428 | 0.329749 |
6 | 0.076063 | 0.5892 | 0.278976 |
7 | 0.018986 | 0.1471 | 0.441787 |
8 | 0.069551 | 0.5387 | 0.29603 |
9 | -0.04893 | -0.379 | 0.35301 |
10 | 0.005501 | 0.0426 | 0.483077 |
11 | 0.100966 | 0.7821 | 0.218621 |
12 | -0.058995 | -0.457 | 0.32467 |
13 | 0.038998 | 0.3021 | 0.381819 |
14 | -0.176717 | -1.3688 | 0.088075 |
15 | 0.019551 | 0.1514 | 0.440068 |
16 | 0.208683 | 1.6164 | 0.055622 |
17 | -0.130434 | -1.0103 | 0.158195 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.213336 | -1.6525 | 0.051829 |
2 | -0.143292 | -1.1099 | 0.135728 |
3 | -0.050257 | -0.3893 | 0.349221 |
4 | -0.036721 | -0.2844 | 0.388526 |
5 | -0.077546 | -0.6007 | 0.275162 |
6 | 0.041468 | 0.3212 | 0.374584 |
7 | 0.033689 | 0.261 | 0.397509 |
8 | 0.102261 | 0.7921 | 0.215709 |
9 | 0.000703 | 0.0054 | 0.497837 |
10 | 0.017084 | 0.1323 | 0.447583 |
11 | 0.121967 | 0.9447 | 0.174288 |
12 | -0.00126 | -0.0098 | 0.496123 |
13 | 0.05981 | 0.4633 | 0.322416 |
14 | -0.191443 | -1.4829 | 0.071666 |
15 | -0.065246 | -0.5054 | 0.307568 |
16 | 0.178657 | 1.3839 | 0.085762 |
17 | -0.079861 | -0.6186 | 0.26926 |