Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.273688 | -1.6192 | 0.057195 |
2 | -0.198423 | -1.1739 | 0.124183 |
3 | -0.009467 | -0.056 | 0.477826 |
4 | 0.177888 | 1.0524 | 0.149915 |
5 | -0.255346 | -1.5106 | 0.069928 |
6 | -0.07341 | -0.4343 | 0.333368 |
7 | 0.330183 | 1.9534 | 0.029402 |
8 | -0.111839 | -0.6616 | 0.256265 |
9 | -0.207238 | -1.226 | 0.114185 |
10 | 0.09243 | 0.5468 | 0.293985 |
11 | 0.3712 | 2.196 | 0.017403 |
12 | -0.420839 | -2.4897 | 0.008842 |
13 | -0.023553 | -0.1393 | 0.444989 |
14 | 0.06912 | 0.4089 | 0.342546 |
15 | 0.071104 | 0.4207 | 0.338289 |
16 | -0.08699 | -0.5146 | 0.30502 |
17 | 0.030042 | 0.1777 | 0.42998 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.273688 | -1.6192 | 0.057195 |
2 | -0.29546 | -1.748 | 0.044619 |
3 | -0.190307 | -1.1259 | 0.133941 |
4 | 0.06132 | 0.3628 | 0.359478 |
5 | -0.251086 | -1.4854 | 0.073189 |
6 | -0.239895 | -1.4192 | 0.082337 |
7 | 0.164749 | 0.9747 | 0.168207 |
8 | -0.076498 | -0.4526 | 0.326826 |
9 | -0.178483 | -1.0559 | 0.14912 |
10 | -0.056651 | -0.3352 | 0.369756 |
11 | 0.294997 | 1.7452 | 0.04486 |
12 | -0.203344 | -1.203 | 0.118525 |
13 | -0.083526 | -0.4941 | 0.312146 |
14 | -0.183764 | -1.0872 | 0.142198 |
15 | -0.092491 | -0.5472 | 0.293863 |
16 | 0.139596 | 0.8259 | 0.207239 |
17 | -0.117521 | -0.6953 | 0.24574 |