Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.008365 | -0.0573 | 0.477256 |
2 | 0.12948 | 0.8877 | 0.189619 |
3 | 0.183813 | 1.2602 | 0.106917 |
4 | 0.119196 | 0.8172 | 0.208979 |
5 | -0.002604 | -0.0179 | 0.492916 |
6 | 0.1365 | 0.9358 | 0.177081 |
7 | -0.0144 | -0.0987 | 0.460888 |
8 | 0.102288 | 0.7012 | 0.243303 |
9 | -0.061087 | -0.4188 | 0.338639 |
10 | -0.06703 | -0.4595 | 0.323985 |
11 | 0.289419 | 1.9842 | 0.026548 |
12 | -0.112498 | -0.7712 | 0.22221 |
13 | -0.067868 | -0.4653 | 0.32194 |
14 | 0.092824 | 0.6364 | 0.263812 |
15 | -0.094013 | -0.6445 | 0.261185 |
16 | -0.074858 | -0.5132 | 0.305108 |
17 | 0.010854 | 0.0744 | 0.470499 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.008365 | -0.0573 | 0.477256 |
2 | 0.129419 | 0.8873 | 0.18973 |
3 | 0.189017 | 1.2958 | 0.10068 |
4 | 0.115686 | 0.7931 | 0.215852 |
5 | -0.044321 | -0.3038 | 0.381293 |
6 | 0.075162 | 0.5153 | 0.304384 |
7 | -0.046279 | -0.3173 | 0.376221 |
8 | 0.075446 | 0.5172 | 0.303709 |
9 | -0.088038 | -0.6036 | 0.27452 |
10 | -0.113913 | -0.7809 | 0.219375 |
11 | 0.308878 | 2.1176 | 0.019766 |
12 | -0.100813 | -0.6911 | 0.24644 |
13 | -0.099606 | -0.6829 | 0.249021 |
14 | 0.022135 | 0.1517 | 0.440018 |
15 | -0.107808 | -0.7391 | 0.231763 |
16 | -0.006418 | -0.044 | 0.482545 |
17 | -0.042147 | -0.2889 | 0.386947 |