Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.029813 | 0.2716 | 0.393297 |
2 | 0.065607 | 0.5977 | 0.275832 |
3 | -0.231511 | -2.1092 | 0.018972 |
4 | -0.017412 | -0.1586 | 0.437173 |
5 | -0.211518 | -1.927 | 0.028699 |
6 | -0.177776 | -1.6196 | 0.054554 |
7 | -0.118674 | -1.0812 | 0.141375 |
8 | 0.066049 | 0.6017 | 0.274494 |
9 | -0.162627 | -1.4816 | 0.071116 |
10 | 0.00682 | 0.0621 | 0.475304 |
11 | 0.111055 | 1.0118 | 0.157297 |
12 | 0.293814 | 2.6768 | 0.004478 |
13 | 0.116251 | 1.0591 | 0.146314 |
14 | 0.060687 | 0.5529 | 0.290914 |
15 | -0.134205 | -1.2227 | 0.112458 |
16 | -0.098019 | -0.893 | 0.187221 |
17 | -0.085229 | -0.7765 | 0.219839 |
18 | -0.027698 | -0.2523 | 0.4007 |
19 | -0.044284 | -0.4034 | 0.343829 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.029813 | 0.2716 | 0.393297 |
2 | 0.064775 | 0.5901 | 0.278353 |
3 | -0.236473 | -2.1544 | 0.017055 |
4 | -0.005369 | -0.0489 | 0.480554 |
5 | -0.190063 | -1.7316 | 0.043534 |
6 | -0.237147 | -2.1605 | 0.016808 |
7 | -0.11402 | -1.0388 | 0.150963 |
8 | -0.020032 | -0.1825 | 0.427818 |
9 | -0.313715 | -2.8581 | 0.002693 |
10 | -0.150456 | -1.3707 | 0.087079 |
11 | 0.02522 | 0.2298 | 0.409421 |
12 | 0.091384 | 0.8325 | 0.203744 |
13 | 0.041337 | 0.3766 | 0.353716 |
14 | 0.032604 | 0.297 | 0.38359 |
15 | -0.150778 | -1.3737 | 0.086624 |
16 | -0.115204 | -1.0496 | 0.148485 |
17 | 0.077141 | 0.7028 | 0.242077 |
18 | 0.01903 | 0.1734 | 0.431389 |
19 | -0.054439 | -0.496 | 0.310617 |