Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.106314 | 0.8303 | 0.204793 |
2 | -0.180062 | -1.4063 | 0.08235 |
3 | 0.027812 | 0.2172 | 0.414382 |
4 | -0.040386 | -0.3154 | 0.376759 |
5 | 0.248916 | 1.9441 | 0.02825 |
6 | 0.33776 | 2.638 | 0.005284 |
7 | 0.152076 | 1.1877 | 0.119768 |
8 | -0.057511 | -0.4492 | 0.327449 |
9 | -0.076246 | -0.5955 | 0.276855 |
10 | -0.211807 | -1.6543 | 0.051605 |
11 | 0.05793 | 0.4524 | 0.326276 |
12 | 0.622317 | 4.8605 | 4e-06 |
13 | 0.00354 | 0.0277 | 0.489016 |
14 | -0.238898 | -1.8659 | 0.033436 |
15 | -0.068367 | -0.534 | 0.297653 |
16 | -0.101209 | -0.7905 | 0.216158 |
17 | 0.143757 | 1.1228 | 0.132965 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.106314 | 0.8303 | 0.204793 |
2 | -0.193553 | -1.5117 | 0.067888 |
3 | 0.074856 | 0.5846 | 0.280471 |
4 | -0.093876 | -0.7332 | 0.233123 |
5 | 0.305906 | 2.3892 | 0.009996 |
6 | 0.260725 | 2.0363 | 0.023033 |
7 | 0.249772 | 1.9508 | 0.02784 |
8 | 0.001564 | 0.0122 | 0.495146 |
9 | -0.000994 | -0.0078 | 0.496915 |
10 | -0.384636 | -3.0041 | 0.00193 |
11 | -0.124642 | -0.9735 | 0.167078 |
12 | 0.475133 | 3.7109 | 0.000224 |
13 | -0.086725 | -0.6773 | 0.250375 |
14 | -0.035895 | -0.2804 | 0.390078 |
15 | -0.048446 | -0.3784 | 0.353233 |
16 | 0.023544 | 0.1839 | 0.427355 |
17 | -0.087645 | -0.6845 | 0.248118 |