Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.215285 | -1.4759 | 0.073317 |
2 | -0.086469 | -0.5928 | 0.278077 |
3 | -0.113415 | -0.7775 | 0.22037 |
4 | 0.15141 | 1.038 | 0.152287 |
5 | -0.275864 | -1.8912 | 0.032383 |
6 | -0.076772 | -0.5263 | 0.300571 |
7 | 0.186863 | 1.2811 | 0.103228 |
8 | 0.048065 | 0.3295 | 0.371616 |
9 | -0.244349 | -1.6752 | 0.050271 |
10 | 0.134662 | 0.9232 | 0.18031 |
11 | 0.227636 | 1.5606 | 0.062665 |
12 | -0.272981 | -1.8715 | 0.033756 |
13 | -0.114876 | -0.7876 | 0.217456 |
14 | 0.046671 | 0.32 | 0.375208 |
15 | 0.163571 | 1.1214 | 0.13391 |
16 | -0.099204 | -0.6801 | 0.249885 |
17 | -0.012903 | -0.0885 | 0.464944 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.215285 | -1.4759 | 0.073317 |
2 | -0.139272 | -0.9548 | 0.172282 |
3 | -0.176021 | -1.2067 | 0.116786 |
4 | 0.074094 | 0.508 | 0.306928 |
5 | -0.2815 | -1.9299 | 0.029835 |
6 | -0.23277 | -1.5958 | 0.058619 |
7 | 0.07455 | 0.5111 | 0.305841 |
8 | -0.019977 | -0.137 | 0.445826 |
9 | -0.251179 | -1.722 | 0.045823 |
10 | 0.016858 | 0.1156 | 0.454243 |
11 | 0.17174 | 1.1774 | 0.122484 |
12 | -0.261468 | -1.7925 | 0.039743 |
13 | -0.140003 | -0.9598 | 0.17103 |
14 | -0.140455 | -0.9629 | 0.170261 |
15 | -0.023683 | -0.1624 | 0.435859 |
16 | 0.086256 | 0.5913 | 0.278562 |
17 | -0.15664 | -1.0739 | 0.144182 |