Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.255486 | -2.1528 | 0.017368 |
2 | 0.013017 | 0.1097 | 0.456483 |
3 | 0.008163 | 0.0688 | 0.472679 |
4 | -0.032677 | -0.2753 | 0.391926 |
5 | -0.033113 | -0.279 | 0.390523 |
6 | 0.060517 | 0.5099 | 0.305842 |
7 | 0.104905 | 0.8839 | 0.189855 |
8 | 0.10005 | 0.843 | 0.20102 |
9 | 0.009968 | 0.084 | 0.466651 |
10 | 0.009532 | 0.0803 | 0.468105 |
11 | 0.009096 | 0.0766 | 0.46956 |
12 | -0.170632 | -1.4378 | 0.077446 |
13 | 0.187518 | 1.5801 | 0.05927 |
14 | -0.171504 | -1.4451 | 0.076412 |
15 | 0.007353 | 0.062 | 0.475384 |
16 | 0.100983 | 0.8509 | 0.198842 |
17 | 0.100548 | 0.8472 | 0.199857 |
18 | -0.034358 | -0.2895 | 0.38652 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.255486 | -2.1528 | 0.017368 |
2 | -0.055905 | -0.4711 | 0.31952 |
3 | -0.002799 | -0.0236 | 0.490623 |
4 | -0.03268 | -0.2754 | 0.391916 |
5 | -0.053348 | -0.4495 | 0.327213 |
6 | 0.03953 | 0.3331 | 0.370026 |
7 | 0.140156 | 1.181 | 0.120776 |
8 | 0.182112 | 1.5345 | 0.064676 |
9 | 0.100312 | 0.8452 | 0.200408 |
10 | 0.054364 | 0.4581 | 0.324148 |
11 | 0.046976 | 0.3958 | 0.346711 |
12 | -0.161916 | -1.3643 | 0.088387 |
13 | 0.095485 | 0.8046 | 0.211877 |
14 | -0.165473 | -1.3943 | 0.083787 |
15 | -0.144044 | -1.2137 | 0.114435 |
16 | 0.005663 | 0.0477 | 0.481037 |
17 | 0.133857 | 1.1279 | 0.131581 |
18 | 0.069812 | 0.5882 | 0.279116 |