Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.040186 | 0.3386 | 0.367951 |
2 | -0.197297 | -1.6625 | 0.050416 |
3 | -0.222225 | -1.8725 | 0.032628 |
4 | -0.097854 | -0.8245 | 0.206199 |
5 | 0.147406 | 1.2421 | 0.10915 |
6 | -0.248766 | -2.0961 | 0.019817 |
7 | 0.045626 | 0.3845 | 0.350896 |
8 | -0.059955 | -0.5052 | 0.307496 |
9 | -0.227849 | -1.9199 | 0.029445 |
10 | -0.094483 | -0.7961 | 0.214306 |
11 | 0.140296 | 1.1822 | 0.120545 |
12 | 0.624937 | 5.2658 | 1e-06 |
13 | 0.132509 | 1.1165 | 0.133977 |
14 | -0.183967 | -1.5501 | 0.062778 |
15 | -0.224981 | -1.8957 | 0.031034 |
16 | -0.086951 | -0.7327 | 0.233089 |
17 | 0.144257 | 1.2155 | 0.114095 |
18 | -0.196635 | -1.6569 | 0.050979 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.040186 | 0.3386 | 0.367951 |
2 | -0.199233 | -1.6788 | 0.048797 |
3 | -0.213517 | -1.7991 | 0.038124 |
4 | -0.136928 | -1.1538 | 0.12623 |
5 | 0.067814 | 0.5714 | 0.284762 |
6 | -0.380115 | -3.2029 | 0.001019 |
7 | 0.051556 | 0.4344 | 0.33265 |
8 | -0.2175 | -1.8327 | 0.035521 |
9 | -0.427547 | -3.6026 | 0.00029 |
10 | -0.412202 | -3.4733 | 0.00044 |
11 | -0.172412 | -1.4528 | 0.075346 |
12 | 0.277923 | 2.3418 | 0.011 |
13 | 0.137855 | 1.1616 | 0.124647 |
14 | 0.104727 | 0.8824 | 0.190257 |
15 | -0.044336 | -0.3736 | 0.354916 |
16 | -0.065648 | -0.5532 | 0.290945 |
17 | 0.030126 | 0.2538 | 0.400175 |
18 | -0.145672 | -1.2275 | 0.111854 |