Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.027614 | -0.1893 | 0.425333 |
2 | 0.378214 | 2.5929 | 0.006323 |
3 | 0.114496 | 0.7849 | 0.218212 |
4 | 0.327191 | 2.2431 | 0.014822 |
5 | -0.029249 | -0.2005 | 0.420969 |
6 | 0.049869 | 0.3419 | 0.36698 |
7 | 0.134612 | 0.9229 | 0.180399 |
8 | -0.028859 | -0.1978 | 0.422009 |
9 | 0.021126 | 0.1448 | 0.442731 |
10 | -0.200754 | -1.3763 | 0.087625 |
11 | 0.304306 | 2.0862 | 0.021206 |
12 | -0.330168 | -2.2635 | 0.014131 |
13 | 0.099491 | 0.6821 | 0.249269 |
14 | -0.124561 | -0.8539 | 0.198732 |
15 | 0.197232 | 1.3522 | 0.091398 |
16 | -0.170265 | -1.1673 | 0.124493 |
17 | 0.113973 | 0.7814 | 0.219254 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.027614 | -0.1893 | 0.425333 |
2 | 0.377739 | 2.5896 | 0.006375 |
3 | 0.153416 | 1.0518 | 0.149141 |
4 | 0.23451 | 1.6077 | 0.057297 |
5 | -0.106826 | -0.7324 | 0.233793 |
6 | -0.21011 | -1.4404 | 0.078186 |
7 | 0.105641 | 0.7242 | 0.236254 |
8 | -0.024915 | -0.1708 | 0.432553 |
9 | 0.000424 | 0.0029 | 0.498847 |
10 | -0.237281 | -1.6267 | 0.055242 |
11 | 0.296131 | 2.0302 | 0.02401 |
12 | -0.188439 | -1.2919 | 0.101359 |
13 | -0.028482 | -0.1953 | 0.423014 |
14 | 0.048243 | 0.3307 | 0.371155 |
15 | 0.134545 | 0.9224 | 0.180517 |
16 | 0.011472 | 0.0786 | 0.468823 |
17 | 0.031785 | 0.2179 | 0.414223 |