Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.177899 | -1.0525 | 0.149899 |
2 | -0.102058 | -0.6038 | 0.274941 |
3 | -0.151003 | -0.8933 | 0.188887 |
4 | 0.097933 | 0.5794 | 0.283022 |
5 | -0.26176 | -1.5486 | 0.065238 |
6 | -0.014886 | -0.0881 | 0.465163 |
7 | 0.237934 | 1.4076 | 0.08403 |
8 | -0.029897 | -0.1769 | 0.430314 |
9 | -0.147708 | -0.8739 | 0.194077 |
10 | 0.04124 | 0.244 | 0.404336 |
11 | 0.303304 | 1.7944 | 0.040698 |
12 | -0.365431 | -2.1619 | 0.018773 |
13 | -0.027685 | -0.1638 | 0.435421 |
14 | 0.018089 | 0.107 | 0.457694 |
15 | 0.139526 | 0.8254 | 0.207354 |
16 | -0.082954 | -0.4908 | 0.313328 |
17 | -0.003952 | -0.0234 | 0.490741 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.177899 | -1.0525 | 0.149899 |
2 | -0.138076 | -0.8169 | 0.209765 |
3 | -0.206581 | -1.2221 | 0.114909 |
4 | 0.008734 | 0.0517 | 0.479541 |
5 | -0.314057 | -1.858 | 0.0358 |
6 | -0.185547 | -1.0977 | 0.139913 |
7 | 0.141128 | 0.8349 | 0.204712 |
8 | -0.103184 | -0.6104 | 0.272756 |
9 | -0.161457 | -0.9552 | 0.173015 |
10 | -0.034336 | -0.2031 | 0.420104 |
11 | 0.253123 | 1.4975 | 0.071614 |
12 | -0.278769 | -1.6492 | 0.054026 |
13 | -0.107634 | -0.6368 | 0.264209 |
14 | -0.081811 | -0.484 | 0.3157 |
15 | -0.014751 | -0.0873 | 0.465478 |
16 | 0.101596 | 0.601 | 0.27584 |
17 | -0.228161 | -1.3498 | 0.09287 |