Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.141923 | -1.0901 | 0.140044 |
2 | -0.069342 | -0.5326 | 0.298148 |
3 | -0.024759 | -0.1902 | 0.424912 |
4 | -0.16852 | -1.2944 | 0.100281 |
5 | 0.060452 | 0.4643 | 0.322056 |
6 | -0.080407 | -0.6176 | 0.269602 |
7 | 0.013609 | 0.1045 | 0.458551 |
8 | -0.234532 | -1.8015 | 0.038369 |
9 | 0.095448 | 0.7332 | 0.233184 |
10 | -0.162523 | -1.2484 | 0.108415 |
11 | 0.100902 | 0.775 | 0.220706 |
12 | 0.423288 | 3.2513 | 0.00095 |
13 | 0.024418 | 0.1876 | 0.425932 |
14 | -0.053504 | -0.411 | 0.341291 |
15 | 0.082022 | 0.63 | 0.265556 |
16 | -0.146895 | -1.1283 | 0.131876 |
17 | -0.126366 | -0.9706 | 0.167847 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.141923 | -1.0901 | 0.140044 |
2 | -0.091323 | -0.7015 | 0.242885 |
3 | -0.049872 | -0.3831 | 0.351521 |
4 | -0.192324 | -1.4773 | 0.072461 |
5 | -0.00411 | -0.0316 | 0.48746 |
6 | -0.11364 | -0.8729 | 0.193132 |
7 | -0.0322 | -0.2473 | 0.402756 |
8 | -0.311238 | -2.3907 | 0.010014 |
9 | -0.001381 | -0.0106 | 0.495787 |
10 | -0.307123 | -2.3591 | 0.010826 |
11 | 0.003267 | 0.0251 | 0.490032 |
12 | 0.316428 | 2.4305 | 0.009068 |
13 | 0.243262 | 1.8685 | 0.033328 |
14 | -0.034547 | -0.2654 | 0.395828 |
15 | 0.282847 | 2.1726 | 0.01692 |
16 | -0.074919 | -0.5755 | 0.283584 |
17 | -0.113251 | -0.8699 | 0.19394 |