Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.119895 | -1.0103 | 0.157903 |
2 | 0.122454 | 1.0318 | 0.15283 |
3 | 0.094006 | 0.7921 | 0.215468 |
4 | 0.032274 | 0.2719 | 0.393226 |
5 | 0.031884 | 0.2687 | 0.394486 |
6 | 0.062613 | 0.5276 | 0.299715 |
7 | 0.079736 | 0.6719 | 0.251925 |
8 | 0.014151 | 0.1192 | 0.452713 |
9 | 0.121734 | 1.0258 | 0.154245 |
10 | -0.196091 | -1.6523 | 0.051445 |
11 | 0.217954 | 1.8365 | 0.035234 |
12 | -0.074083 | -0.6242 | 0.267238 |
13 | -0.037571 | -0.3166 | 0.376247 |
14 | -0.023158 | -0.1951 | 0.422924 |
15 | -0.011161 | -0.094 | 0.462669 |
16 | -0.103244 | -0.87 | 0.193629 |
17 | -0.026364 | -0.2221 | 0.41242 |
18 | -0.12498 | -1.0531 | 0.147932 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.119895 | -1.0103 | 0.157903 |
2 | 0.109656 | 0.924 | 0.179314 |
3 | 0.123463 | 1.0403 | 0.150861 |
4 | 0.045199 | 0.3809 | 0.352225 |
5 | 0.01521 | 0.1282 | 0.449192 |
6 | 0.049157 | 0.4142 | 0.339987 |
7 | 0.083375 | 0.7025 | 0.242324 |
8 | 0.015252 | 0.1285 | 0.449051 |
9 | 0.097169 | 0.8188 | 0.207831 |
10 | -0.205111 | -1.7283 | 0.044141 |
11 | 0.149455 | 1.2593 | 0.106018 |
12 | -0.026111 | -0.22 | 0.413244 |
13 | -0.067809 | -0.5714 | 0.284777 |
14 | -0.07127 | -0.6005 | 0.275032 |
15 | -0.016834 | -0.1418 | 0.4438 |
16 | -0.095231 | -0.8024 | 0.212491 |
17 | -0.024033 | -0.2025 | 0.420051 |
18 | -0.150093 | -1.2647 | 0.105056 |