Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.148693 | -1.2529 | 0.107175 |
2 | -0.102038 | -0.8598 | 0.1964 |
3 | -0.11999 | -1.0111 | 0.157713 |
4 | -0.133962 | -1.1288 | 0.131394 |
5 | 0.305925 | 2.5778 | 0.00601 |
6 | -0.066193 | -0.5578 | 0.289383 |
7 | -0.073211 | -0.6169 | 0.269641 |
8 | -0.074614 | -0.6287 | 0.265778 |
9 | -0.085458 | -0.7201 | 0.236919 |
10 | 0.036224 | 0.3052 | 0.380542 |
11 | 0.180609 | 1.5218 | 0.066246 |
12 | 0.104999 | 0.8847 | 0.189642 |
13 | -0.017656 | -0.1488 | 0.441079 |
14 | -0.121608 | -1.0247 | 0.154495 |
15 | 0.025767 | 0.2171 | 0.41437 |
16 | 0.076274 | 0.6427 | 0.261245 |
17 | 0.047608 | 0.4012 | 0.344756 |
18 | -0.06902 | -0.5816 | 0.281347 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.148693 | -1.2529 | 0.107175 |
2 | -0.126954 | -1.0697 | 0.144181 |
3 | -0.162104 | -1.3659 | 0.088138 |
4 | -0.209605 | -1.7662 | 0.040833 |
5 | 0.225601 | 1.9009 | 0.030684 |
6 | -0.039352 | -0.3316 | 0.37059 |
7 | -0.076224 | -0.6423 | 0.261382 |
8 | -0.067087 | -0.5653 | 0.28683 |
9 | -0.072791 | -0.6134 | 0.270802 |
10 | -0.131036 | -1.1041 | 0.136632 |
11 | 0.162264 | 1.3673 | 0.087929 |
12 | 0.180915 | 1.5244 | 0.065924 |
13 | 0.079721 | 0.6717 | 0.251963 |
14 | -0.028807 | -0.2427 | 0.404457 |
15 | 0.106531 | 0.8976 | 0.186204 |
16 | 0.008822 | 0.0743 | 0.470475 |
17 | 0.001946 | 0.0164 | 0.493481 |
18 | -0.027594 | -0.2325 | 0.408406 |