Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.070283 | 0.5964 | 0.2764 |
2 | -0.236319 | -2.0052 | 0.024349 |
3 | 0.066267 | 0.5623 | 0.287832 |
4 | -0.141789 | -1.2031 | 0.116436 |
5 | -0.211318 | -1.7931 | 0.038579 |
6 | 0.068015 | 0.5771 | 0.282827 |
7 | -0.100071 | -0.8491 | 0.199312 |
8 | -0.051732 | -0.439 | 0.331001 |
9 | 0.117903 | 1.0004 | 0.160223 |
10 | -0.11271 | -0.9564 | 0.171042 |
11 | 0.115481 | 0.9799 | 0.165212 |
12 | 0.46429 | 3.9396 | 9.3e-05 |
13 | -0.03852 | -0.3269 | 0.372363 |
14 | -0.271878 | -2.307 | 0.011968 |
15 | 0.056543 | 0.4798 | 0.316419 |
16 | -0.13071 | -1.1091 | 0.135536 |
17 | -0.177655 | -1.5075 | 0.068035 |
18 | 0.045438 | 0.3856 | 0.350482 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.070283 | 0.5964 | 0.2764 |
2 | -0.242456 | -2.0573 | 0.02164 |
3 | 0.110983 | 0.9417 | 0.174741 |
4 | -0.234312 | -1.9882 | 0.025296 |
5 | -0.139309 | -1.1821 | 0.120533 |
6 | 0.002478 | 0.021 | 0.491641 |
7 | -0.203712 | -1.7286 | 0.044088 |
8 | -0.003387 | -0.0287 | 0.488575 |
9 | -0.037476 | -0.318 | 0.375703 |
10 | -0.178389 | -1.5137 | 0.067242 |
11 | 0.180301 | 1.5299 | 0.065212 |
12 | 0.349548 | 2.966 | 0.002045 |
13 | -0.013323 | -0.1131 | 0.455152 |
14 | -0.124226 | -1.0541 | 0.147683 |
15 | 0.0459 | 0.3895 | 0.349037 |
16 | -0.05767 | -0.4893 | 0.313043 |
17 | -0.030067 | -0.2551 | 0.399677 |
18 | -0.083436 | -0.708 | 0.240623 |