Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.186937 | 1.4359 | 0.078158 |
2 | -0.052916 | -0.4065 | 0.342939 |
3 | -0.188362 | -1.4468 | 0.076618 |
4 | 0.04464 | 0.3429 | 0.366452 |
5 | 0.116736 | 0.8967 | 0.186771 |
6 | -0.037779 | -0.2902 | 0.386346 |
7 | -0.011457 | -0.088 | 0.465088 |
8 | 0.114558 | 0.8799 | 0.191232 |
9 | 0.250405 | 1.9234 | 0.02963 |
10 | -0.06501 | -0.4993 | 0.309695 |
11 | -0.118939 | -0.9136 | 0.182326 |
12 | -0.195559 | -1.5021 | 0.0692 |
13 | 0.127359 | 0.9783 | 0.16597 |
14 | 0.309612 | 2.3782 | 0.010328 |
15 | 0.098542 | 0.7569 | 0.226056 |
16 | 0.005384 | 0.0414 | 0.483577 |
17 | -0.125044 | -0.9605 | 0.170367 |
18 | 0.080881 | 0.6213 | 0.268411 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.186937 | 1.4359 | 0.078158 |
2 | -0.091043 | -0.6993 | 0.243552 |
3 | -0.167754 | -1.2885 | 0.101293 |
4 | 0.116687 | 0.8963 | 0.186871 |
5 | 0.072079 | 0.5536 | 0.290957 |
6 | -0.112454 | -0.8638 | 0.195604 |
7 | 0.058787 | 0.4516 | 0.326624 |
8 | 0.151781 | 1.1658 | 0.124183 |
9 | 0.173172 | 1.3302 | 0.094292 |
10 | -0.162333 | -1.2469 | 0.108681 |
11 | -0.007997 | -0.0614 | 0.475614 |
12 | -0.122422 | -0.9403 | 0.175439 |
13 | 0.113752 | 0.8737 | 0.1929 |
14 | 0.258157 | 1.9829 | 0.026018 |
15 | -0.006635 | -0.051 | 0.479762 |
16 | 0.030114 | 0.2313 | 0.408936 |
17 | -0.098888 | -0.7596 | 0.225266 |
18 | 0.062057 | 0.4767 | 0.31768 |