Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.080402 | -0.4688 | 0.321095 |
2 | -0.500127 | -2.9162 | 0.003117 |
3 | -0.170426 | -0.9937 | 0.163684 |
4 | 0.250658 | 1.4616 | 0.07652 |
5 | 0.308922 | 1.8013 | 0.040265 |
6 | -0.223941 | -1.3058 | 0.100195 |
7 | -0.221307 | -1.2904 | 0.102804 |
8 | -0.045032 | -0.2626 | 0.397229 |
9 | 0.152526 | 0.8894 | 0.190027 |
10 | 0.295783 | 1.7247 | 0.046832 |
11 | -0.094332 | -0.55 | 0.292942 |
12 | -0.413993 | -2.414 | 0.010656 |
13 | 0.077951 | 0.4545 | 0.32617 |
14 | 0.31356 | 1.8284 | 0.038141 |
15 | -0.010075 | -0.0587 | 0.476748 |
16 | -0.165233 | -0.9635 | 0.171058 |
17 | -0.106738 | -0.6224 | 0.26892 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.080402 | -0.4688 | 0.321095 |
2 | -0.509888 | -2.9731 | 0.002693 |
3 | -0.370138 | -2.1583 | 0.019029 |
4 | -0.172478 | -1.0057 | 0.16083 |
5 | 0.107304 | 0.6257 | 0.267849 |
6 | -0.132011 | -0.7698 | 0.223381 |
7 | -0.036145 | -0.2108 | 0.417167 |
8 | -0.244923 | -1.4281 | 0.081188 |
9 | -0.224124 | -1.3069 | 0.100016 |
10 | 0.12698 | 0.7404 | 0.232067 |
11 | 0.116639 | 0.6801 | 0.250517 |
12 | -0.241974 | -1.4109 | 0.083674 |
13 | 0.030467 | 0.1776 | 0.430026 |
14 | -0.031298 | -0.1825 | 0.428139 |
15 | -0.231193 | -1.3481 | 0.093274 |
16 | 0.078619 | 0.4584 | 0.324783 |
17 | 0.05034 | 0.2935 | 0.38545 |