Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.100558 | 0.7724 | 0.22148 |
2 | 0.355411 | 2.73 | 0.004169 |
3 | -0.088951 | -0.6832 | 0.248562 |
4 | 0.105314 | 0.8089 | 0.210902 |
5 | 0.088095 | 0.6767 | 0.250629 |
6 | -0.032214 | -0.2474 | 0.402713 |
7 | -0.107095 | -0.8226 | 0.207021 |
8 | -0.145083 | -1.1144 | 0.134812 |
9 | -0.089086 | -0.6843 | 0.248237 |
10 | -0.086585 | -0.6651 | 0.254299 |
11 | 0.002466 | 0.0189 | 0.492477 |
12 | -0.18805 | -1.4444 | 0.076953 |
13 | 0.035226 | 0.2706 | 0.393832 |
14 | -0.062259 | -0.4782 | 0.31713 |
15 | 0.035989 | 0.2764 | 0.391591 |
16 | 0.069862 | 0.5366 | 0.296774 |
17 | -0.018056 | -0.1387 | 0.445084 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.100558 | 0.7724 | 0.22148 |
2 | 0.348826 | 2.6794 | 0.004772 |
3 | -0.169421 | -1.3013 | 0.099099 |
4 | 0.006528 | 0.0501 | 0.480089 |
5 | 0.197184 | 1.5146 | 0.067606 |
6 | -0.146769 | -1.1274 | 0.132078 |
7 | -0.208569 | -1.602 | 0.057243 |
8 | -0.005655 | -0.0434 | 0.482751 |
9 | 0.00177 | 0.0136 | 0.4946 |
10 | -0.095949 | -0.737 | 0.232022 |
11 | 0.079711 | 0.6123 | 0.271355 |
12 | -0.140867 | -1.082 | 0.141824 |
13 | 0.04427 | 0.34 | 0.367514 |
14 | 0.083956 | 0.6449 | 0.260754 |
15 | -0.107256 | -0.8239 | 0.206671 |
16 | 0.092109 | 0.7075 | 0.241019 |
17 | 0.024682 | 0.1896 | 0.425144 |