Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.041791 | -0.2895 | 0.386708 |
2 | 0.21092 | 1.4613 | 0.075225 |
3 | -0.086469 | -0.5991 | 0.27597 |
4 | 0.031571 | 0.2187 | 0.413894 |
5 | -0.204191 | -1.4147 | 0.081809 |
6 | -0.027738 | -0.1922 | 0.424209 |
7 | 0.140735 | 0.975 | 0.167215 |
8 | -0.036947 | -0.256 | 0.399532 |
9 | 0.138509 | 0.9596 | 0.171029 |
10 | -0.020662 | -0.1432 | 0.443384 |
11 | 0.420255 | 2.9116 | 0.00272 |
12 | -0.178397 | -1.236 | 0.111242 |
13 | 0.079523 | 0.551 | 0.292111 |
14 | -0.048169 | -0.3337 | 0.37002 |
15 | -0.014146 | -0.098 | 0.461168 |
16 | -0.265204 | -1.8374 | 0.036174 |
17 | 0.000587 | 0.0041 | 0.498387 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.041791 | -0.2895 | 0.386708 |
2 | 0.209539 | 1.4517 | 0.076541 |
3 | -0.074123 | -0.5135 | 0.304965 |
4 | -0.017615 | -0.122 | 0.451689 |
5 | -0.179591 | -1.2442 | 0.109725 |
6 | -0.048674 | -0.3372 | 0.368709 |
7 | 0.236079 | 1.6356 | 0.054232 |
8 | -0.041443 | -0.2871 | 0.387626 |
9 | 0.065023 | 0.4505 | 0.327193 |
10 | -0.023848 | -0.1652 | 0.434731 |
11 | 0.406746 | 2.818 | 0.003499 |
12 | -0.110139 | -0.7631 | 0.22458 |
13 | -0.127059 | -0.8803 | 0.191544 |
14 | 0.072174 | 0.5 | 0.309667 |
15 | -0.006223 | -0.0431 | 0.482895 |
16 | -0.194745 | -1.3492 | 0.091796 |
17 | -0.064588 | -0.4475 | 0.328271 |